+196.7%
W vs IJR
+226.6%
-29.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +2.2% | -2.0% | -3.0% |
| 30D | +6.8% | +3.8% | +3.0% | +1.5% |
| 3M | +10.7% | -5.7% | +16.4% | +22.1% |
| 6M | +86.3% | +4.6% | +81.7% | +79.7% |
| YTD | +11.5% | +18.0% | -6.5% | -9.6% |
| 1Y | +5.1% | +21.8% | -16.7% | -18.9% |
| 3Y | +171.0% | +61.1% | +109.9% | +58.3% |
| 5Y | -56.6% | +27.3% | -84.0% | -60.9% |
| 10Y | +213.4% | +154.1% | +59.3% | +30.2% |
| All | +196.7% | +226.6% | -29.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling