+600.8%
XYZ vs IJR
+173.0%
+427.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.5% |
| 7D | -3.7% | -1.1% | -2.6% | -2.3% |
| 30D | +0.5% | -3.6% | +4.2% | +5.7% |
| 3M | +16.3% | +2.3% | +14.0% | +13.2% |
| 6M | +21.1% | +14.3% | +6.8% | +2.3% |
| YTD | +22.0% | +19.3% | +2.7% | -2.7% |
| 1Y | +5.2% | +22.6% | -17.5% | -19.2% |
| 3Y | +49.6% | +53.5% | -4.0% | -12.4% |
| 5Y | -68.4% | +39.9% | -108.4% | -77.0% |
| All | +600.8% | +173.0% | +427.8% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling