+65.9%
EW vs IJR
+61.8%
+4.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | +23.9% | +3.8% | +20.1% | +22.4% |
| 3M | +15.8% | -5.7% | +21.5% | +17.9% |
| 6M | +31.7% | +4.6% | +27.0% | +29.6% |
| YTD | +25.7% | +18.0% | +7.7% | +19.3% |
| 1Y | +24.4% | +21.8% | +2.6% | +17.0% |
| 3Y | +65.9% | +61.1% | +4.8% | +40.1% |
| All | +65.9% | +61.8% | +4.0% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling