+7,043.3%
EW vs IJR
+1,116.7%
+5,926.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +2.2% | +2.7% | +3.7% |
| 30D | +23.9% | +3.8% | +20.1% | +21.5% |
| 3M | +15.8% | -5.7% | +21.5% | +19.3% |
| 6M | +31.7% | +4.6% | +27.0% | +28.3% |
| YTD | +25.7% | +18.0% | +7.7% | +15.0% |
| 1Y | +24.4% | +21.8% | +2.6% | +11.9% |
| 3Y | +65.9% | +61.1% | +4.8% | +25.2% |
| 5Y | -7.6% | +27.3% | -35.0% | -21.1% |
| 10Y | +253.2% | +154.1% | +99.1% | +105.8% |
| All | +7,043.3% | +1,116.7% | +5,926.6% | +1,907.0% |
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 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