+851.5%
DE vs IJR
+172.1%
+679.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.8% |
| 7D | -2.6% | -2.2% | -0.4% | -0.8% |
| 30D | +9.0% | -4.6% | +13.6% | +13.2% |
| 3M | +19.1% | +0.2% | +18.9% | +18.8% |
| 6M | +14.4% | +14.7% | -0.3% | +2.1% |
| YTD | +45.9% | +18.9% | +27.1% | +26.6% |
| 1Y | +43.6% | +19.9% | +23.7% | +23.2% |
| 3Y | +75.9% | +53.0% | +22.9% | +20.9% |
| 5Y | +98.8% | +40.9% | +57.9% | +44.2% |
| All | +851.5% | +172.1% | +679.4% | +317.7% |
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 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