+9.3%
XYZ vs IJR
+25.5%
-16.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.7% |
| 30D | -1.7% | -2.4% | +0.7% | +1.4% |
| 3M | +16.7% | +3.9% | +12.8% | +11.9% |
| 6M | +26.9% | +12.4% | +14.5% | +10.9% |
| YTD | +27.1% | +21.5% | +5.7% | +2.3% |
| 1Y | +9.3% | +24.0% | -14.7% | -12.7% |
| All | +9.3% | +25.5% | -16.2% | -12.7% |
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