+47.2%
XYZ vs IJR
+52.6%
-5.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.6% |
| 7D | -3.7% | -1.1% | -2.6% | -2.2% |
| 30D | +0.5% | -3.6% | +4.2% | +5.8% |
| 3M | +16.3% | +2.3% | +14.0% | +13.2% |
| 6M | +21.1% | +14.3% | +6.8% | +2.1% |
| YTD | +22.0% | +19.3% | +2.7% | -3.0% |
| 1Y | +5.2% | +22.6% | -17.5% | -19.5% |
| All | +47.2% | +52.6% | -5.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling