+928.4%
EMR vs IJR
+1,130.2%
-201.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.9% |
| 30D | -5.0% | -3.6% | -1.3% | -1.7% |
| 3M | +5.9% | +2.3% | +3.6% | +4.0% |
| 6M | +7.3% | +14.3% | -7.0% | -4.1% |
| YTD | +14.6% | +19.3% | -4.7% | -1.0% |
| 1Y | +15.6% | +22.6% | -7.0% | -2.5% |
| 3Y | +60.2% | +53.5% | +6.6% | +10.5% |
| 5Y | +65.8% | +39.9% | +25.9% | +22.2% |
| 10Y | +277.4% | +172.1% | +105.3% | +54.9% |
| All | +928.4% | +1,130.2% | -201.8% | +18.5% |
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