+69.4%
EMR vs IJR
+39.9%
+29.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.1% |
| 7D | -0.4% | -2.2% | +1.8% | +1.5% |
| 30D | -6.8% | -4.6% | -2.2% | -2.7% |
| 3M | +7.5% | +0.2% | +7.2% | +7.4% |
| 6M | +9.9% | +14.7% | -4.9% | -1.9% |
| YTD | +16.0% | +18.9% | -2.9% | +1.0% |
| 1Y | +12.4% | +19.9% | -7.5% | -2.9% |
| 3Y | +60.2% | +53.0% | +7.2% | +14.1% |
| All | +69.4% | +39.9% | +29.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling