+168.1%
IJR vs EFV
+169.9%
-1.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.6% |
| 7D | -2.2% | -0.8% | -1.4% | -1.4% |
| 30D | -4.6% | +0.6% | -5.2% | -5.2% |
| 3M | +0.2% | +7.5% | -7.3% | -7.0% |
| 6M | +14.7% | +13.0% | +1.7% | +1.0% |
| YTD | +18.9% | +18.3% | +0.5% | -0.4% |
| 1Y | +19.9% | +26.7% | -6.8% | -6.3% |
| 3Y | +53.0% | +89.6% | -36.5% | -21.3% |
| 5Y | +40.9% | +98.2% | -57.4% | -31.1% |
| All | +168.1% | +169.9% | -1.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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