+1,727.5%
EBAY vs IJR
+1,119.4%
+608.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.2% |
| 7D | -0.8% | -2.3% | +1.5% | +1.2% |
| 30D | -0.6% | -4.7% | +4.1% | +3.4% |
| 3M | -1.0% | +2.1% | -3.1% | -3.2% |
| 6M | +16.3% | +13.9% | +2.4% | +3.1% |
| YTD | +21.7% | +18.2% | +3.5% | +4.3% |
| 1Y | +16.5% | +21.8% | -5.3% | -2.9% |
| 3Y | +154.2% | +52.2% | +102.0% | +67.3% |
| 5Y | +58.1% | +40.1% | +17.9% | +11.8% |
| 10Y | +273.5% | +169.7% | +103.8% | +23.6% |
| All | +1,727.5% | +1,119.4% | +608.2% | -39.2% |
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