+8.2%
EW vs IJR
+21.9%
-13.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -6.2% | -2.2% | -4.0% | -5.3% |
| 30D | -9.3% | -4.6% | -4.7% | -7.7% |
| 3M | -1.6% | +0.2% | -1.9% | -1.9% |
| 6M | -0.8% | +14.7% | -15.6% | -5.8% |
| YTD | -1.0% | +18.9% | -19.9% | -6.3% |
| 1Y | +8.2% | +19.9% | -11.8% | +1.6% |
| All | +8.2% | +21.9% | -13.8% | +1.6% |
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