+24.0%
IJR vs EFX
-25.2%
+49.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.7% | +1.1% |
| 7D | -0.2% | -8.6% | +8.5% | +0.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | +3.9% | +3.8% | +0.1% | +3.0% |
| 6M | +12.4% | -13.5% | +25.9% | +14.9% |
| YTD | +21.5% | -17.7% | +39.2% | +25.5% |
| 1Y | +24.0% | -25.6% | +49.6% | +29.4% |
| All | +24.0% | -25.2% | +49.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling