+591.5%
EWT vs IJR
+1,047.5%
-456.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | +2.1% | -1.1% | +3.2% | +3.0% |
| 30D | +9.4% | -3.6% | +13.0% | +12.3% |
| 3M | +10.9% | +2.3% | +8.6% | +9.2% |
| 6M | +57.9% | +14.3% | +43.6% | +44.2% |
| YTD | +75.9% | +19.3% | +56.6% | +55.6% |
| 1Y | +89.7% | +22.6% | +67.1% | +64.4% |
| 3Y | +200.9% | +53.5% | +147.3% | +117.3% |
| 5Y | +154.5% | +39.9% | +114.6% | +93.0% |
| 10Y | +520.8% | +172.1% | +348.7% | +158.3% |
| All | +591.5% | +1,047.5% | -456.0% | -18.4% |
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