+41.4%
IJR vs ECL
+26.8%
+14.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -3.6% | -4.3% | +0.7% | -1.7% |
| 3M | +2.3% | +3.2% | -0.9% | +0.5% |
| 6M | +14.3% | -2.9% | +17.2% | +15.3% |
| YTD | +19.3% | +4.3% | +15.0% | +16.1% |
| 1Y | +22.6% | +1.6% | +21.0% | +20.5% |
| 3Y | +53.5% | +54.3% | -0.7% | +22.0% |
| All | +41.4% | +26.8% | +14.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling