+197.5%
EWT vs IJR
+52.1%
+145.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -1.1% | -2.2% | +1.0% | +0.4% |
| 30D | +4.5% | -4.6% | +9.1% | +8.0% |
| 3M | +8.3% | +0.2% | +8.0% | +8.3% |
| 6M | +54.2% | +14.7% | +39.5% | +41.8% |
| YTD | +74.6% | +18.9% | +55.7% | +57.1% |
| 1Y | +84.9% | +19.9% | +65.0% | +65.4% |
| 3Y | +197.5% | +53.0% | +144.5% | +131.0% |
| All | +197.5% | +52.1% | +145.5% | +131.0% |
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 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