+160.3%
EBAY vs IJR
+52.1%
+108.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +4.2% | -2.2% | +6.4% | +5.2% |
| 30D | +5.6% | -4.6% | +10.2% | +7.9% |
| 3M | -1.4% | +0.2% | -1.6% | -1.8% |
| 6M | +18.2% | +14.7% | +3.5% | +10.0% |
| YTD | +24.8% | +18.9% | +6.0% | +14.3% |
| 1Y | +18.0% | +19.9% | -1.9% | +7.5% |
| 3Y | +160.3% | +53.0% | +107.2% | +97.9% |
| All | +160.3% | +52.1% | +108.2% | +97.9% |
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