+120.8%
WFC vs IJR
+39.2%
+81.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +2.3% |
| 30D | +2.3% | -4.7% | +7.0% | +6.6% |
| 3M | +9.8% | +2.1% | +7.6% | +7.5% |
| 6M | +15.6% | +13.9% | +1.7% | +2.7% |
| YTD | -2.4% | +18.2% | -20.7% | -16.0% |
| 1Y | +13.8% | +21.8% | -8.0% | -4.7% |
| 3Y | +134.6% | +52.2% | +82.5% | +60.8% |
| All | +120.8% | +39.2% | +81.6% | +65.0% |
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