+4,913.9%
DE vs IJR
+1,130.2%
+3,783.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | -3.0% | -1.1% | -1.9% | -2.1% |
| 30D | +11.1% | -3.6% | +14.8% | +14.6% |
| 3M | +17.6% | +2.3% | +15.3% | +15.2% |
| 6M | +13.6% | +14.3% | -0.8% | +0.9% |
| YTD | +46.3% | +19.3% | +27.0% | +25.3% |
| 1Y | +44.2% | +22.6% | +21.6% | +20.0% |
| 3Y | +76.6% | +53.5% | +23.0% | +18.2% |
| 5Y | +98.2% | +39.9% | +58.3% | +41.6% |
| 10Y | +863.5% | +172.1% | +691.5% | +271.1% |
| All | +4,913.9% | +1,130.2% | +3,783.7% | +499.7% |
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 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