+168.1%
IJR vs ECL
+160.1%
+8.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -2.2% | -1.1% | -1.1% | -1.6% |
| 30D | -4.6% | -0.8% | -3.8% | -4.3% |
| 3M | +0.2% | +5.0% | -4.8% | -2.9% |
| 6M | +14.7% | +0.2% | +14.5% | +13.8% |
| YTD | +18.9% | +5.8% | +13.1% | +14.2% |
| 1Y | +19.9% | +1.5% | +18.4% | +17.5% |
| 3Y | +53.0% | +55.0% | -2.0% | +15.7% |
| 5Y | +40.9% | +29.3% | +11.6% | +15.9% |
| All | +168.1% | +160.1% | +8.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling