+9.3%
W vs IJR
+21.9%
-12.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | 0.0% |
| 7D | -0.9% | -2.2% | +1.3% | +3.7% |
| 30D | -4.2% | -4.6% | +0.4% | +5.6% |
| 3M | +26.9% | +0.2% | +26.7% | +29.4% |
| 6M | +31.2% | +14.7% | +16.5% | +8.4% |
| YTD | -1.8% | +18.9% | -20.7% | -21.4% |
| 1Y | +9.3% | +19.9% | -10.6% | -15.5% |
| All | +9.3% | +21.9% | -12.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling