+20.6%
EXC vs IJR
+52.6%
-32.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | -0.9% | -3.6% | +2.8% | -0.5% |
| 3M | -2.7% | +2.3% | -5.0% | -2.9% |
| 6M | -9.4% | +14.3% | -23.7% | -10.9% |
| YTD | +3.0% | +19.3% | -16.3% | +0.6% |
| 1Y | +5.1% | +22.6% | -17.5% | +2.2% |
| All | +20.6% | +52.6% | -32.0% | +6.4% |
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 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