+1,148.9%
IJR vs EAT
+2,249.2%
-1,100.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.1% |
| 7D | +0.9% | -4.9% | +5.8% | +2.2% |
| 30D | -3.1% | -1.2% | -1.9% | -3.2% |
| 3M | +4.4% | +52.2% | -47.8% | -6.9% |
| 6M | +16.1% | +65.0% | -48.9% | +0.3% |
| YTD | +20.6% | +55.0% | -34.4% | +5.4% |
| 1Y | +22.9% | +42.1% | -19.2% | +8.8% |
| 3Y | +55.2% | +614.7% | -559.5% | -13.8% |
| 5Y | +41.1% | +322.7% | -281.7% | -14.8% |
| 10Y | +167.0% | +382.0% | -215.1% | +31.0% |
| All | +1,148.9% | +2,249.2% | -1,100.4% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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