+5,681.3%
EW vs IJR
+1,143.6%
+4,537.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -4.4% | +0.9% | -5.4% | -4.9% |
| 30D | -3.3% | -3.1% | -0.2% | -1.7% |
| 3M | +1.0% | +4.4% | -3.4% | -1.3% |
| 6M | +6.2% | +16.1% | -9.9% | -1.9% |
| YTD | +1.7% | +20.6% | -18.9% | -7.9% |
| 1Y | +8.1% | +22.9% | -14.7% | -3.4% |
| 3Y | +17.1% | +55.2% | -38.1% | -9.8% |
| 5Y | -29.4% | +41.1% | -70.4% | -42.8% |
| 10Y | +121.7% | +167.0% | -45.2% | +26.2% |
| All | +5,681.3% | +1,143.6% | +4,537.7% | +1,507.1% |
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 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