-55.9%
W vs IJR
+26.5%
-82.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +2.2% | -2.0% | -4.6% |
| 30D | +6.8% | +3.8% | +3.0% | -1.3% |
| 3M | +10.7% | -5.7% | +16.4% | +27.5% |
| 6M | +86.3% | +4.6% | +81.7% | +74.9% |
| YTD | +11.5% | +18.0% | -6.5% | -20.2% |
| 1Y | +5.1% | +21.8% | -16.7% | -30.4% |
| 3Y | +171.0% | +61.1% | +109.9% | +0.6% |
| All | -55.9% | +26.5% | -82.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling