-5.1%
EQT vs IJR
+23.7%
-28.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.9% |
| 7D | -6.3% | +2.3% | -8.6% | -6.4% |
| 30D | +3.1% | +2.8% | +0.2% | +2.9% |
| 3M | +0.2% | -4.6% | +4.8% | +0.3% |
| 6M | -10.3% | +5.7% | -16.0% | -10.7% |
| YTD | -0.8% | +19.9% | -20.8% | -5.4% |
| All | -5.1% | +23.7% | -28.8% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling