+533.2%
XYZ vs IJR
+199.9%
+333.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.6% |
| 30D | -1.7% | -2.4% | +0.7% | +1.6% |
| 3M | +16.7% | +3.9% | +12.8% | +11.4% |
| 6M | +26.9% | +12.4% | +14.5% | +9.7% |
| YTD | +27.1% | +21.5% | +5.7% | -0.6% |
| 1Y | +9.3% | +24.0% | -14.7% | -16.8% |
| 3Y | +42.3% | +49.7% | -7.4% | -13.0% |
| 5Y | -69.3% | +39.7% | -109.0% | -77.5% |
| 10Y | +586.8% | +169.0% | +417.8% | +168.9% |
| All | +533.2% | +199.9% | +333.3% | +108.3% |
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