+605.9%
EXC vs IJR
+1,153.0%
-547.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.7% | -2.4% | -1.3% | -2.6% |
| 3M | -1.3% | +3.9% | -5.2% | -3.2% |
| 6M | -9.7% | +12.4% | -22.1% | -14.9% |
| YTD | +2.9% | +21.5% | -18.6% | -6.8% |
| 1Y | +4.4% | +24.0% | -19.6% | -6.7% |
| 3Y | +22.2% | +49.7% | -27.5% | -3.1% |
| 5Y | +46.7% | +39.7% | +7.0% | +18.3% |
| 10Y | +155.3% | +169.0% | -13.7% | +42.6% |
| All | +605.9% | +1,153.0% | -547.1% | +114.2% |
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