+35.3%
W vs IJR
+52.6%
-17.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +2.5% |
| 7D | +5.9% | -1.1% | +7.0% | +8.5% |
| 30D | -3.0% | -3.6% | +0.6% | +5.0% |
| 3M | +40.3% | +2.3% | +38.0% | +36.7% |
| 6M | +32.2% | +14.3% | +17.9% | +3.1% |
| YTD | -0.3% | +19.3% | -19.6% | -28.7% |
| 1Y | +16.2% | +22.6% | -6.4% | -22.3% |
| All | +35.3% | +52.6% | -17.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling