+388.2%
EFA vs IJR
+927.3%
-539.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | -1.5% | -2.2% | +0.6% | 0.0% |
| 30D | -1.7% | -4.6% | +2.9% | +1.7% |
| 3M | +3.5% | +0.2% | +3.3% | +3.2% |
| 6M | +9.5% | +14.7% | -5.2% | -0.7% |
| YTD | +12.9% | +18.9% | -6.0% | -0.3% |
| 1Y | +18.2% | +19.9% | -1.7% | +3.5% |
| 3Y | +64.8% | +53.0% | +11.8% | +18.0% |
| 5Y | +53.9% | +40.9% | +13.0% | +15.0% |
| 10Y | +144.8% | +171.1% | -26.3% | +3.5% |
| All | +388.2% | +927.3% | -539.1% | -28.4% |
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