+1,148.9%
IJR vs ED
+973.4%
+175.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | +4.4% | +4.6% | -0.2% | +2.2% |
| 6M | +16.1% | -2.0% | +18.1% | +16.5% |
| YTD | +20.6% | +11.7% | +8.9% | +14.4% |
| 1Y | +22.9% | +15.7% | +7.1% | +14.4% |
| 3Y | +55.2% | +34.4% | +20.9% | +32.7% |
| 5Y | +41.1% | +67.3% | -26.2% | +7.9% |
| 10Y | +167.0% | +104.0% | +62.9% | +76.3% |
| All | +1,148.9% | +973.4% | +175.5% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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