+557.9%
IJR vs EFV
+253.2%
+304.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -0.7% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | +2.3% | +8.4% | -6.1% | -4.6% |
| 6M | +14.3% | +12.3% | +2.0% | +3.4% |
| YTD | +19.3% | +17.4% | +1.9% | +3.7% |
| 1Y | +22.6% | +27.1% | -4.5% | -0.3% |
| 3Y | +53.5% | +90.7% | -37.2% | -11.3% |
| 5Y | +39.9% | +95.6% | -55.7% | -20.9% |
| 10Y | +172.1% | +165.3% | +6.8% | +22.1% |
| All | +557.9% | +253.2% | +304.7% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling