+1,135.5%
IJR vs EFX
+1,243.6%
-108.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | -1.1% | -9.4% | +8.3% | +3.3% |
| 30D | -3.6% | -6.9% | +3.3% | -0.8% |
| 3M | +2.3% | +0.1% | +2.2% | +0.5% |
| 6M | +14.3% | -17.3% | +31.7% | +21.9% |
| YTD | +19.3% | -21.8% | +41.1% | +29.0% |
| 1Y | +22.6% | -32.5% | +55.1% | +41.7% |
| 3Y | +53.5% | -12.3% | +65.9% | +49.8% |
| 5Y | +39.9% | -36.6% | +76.5% | +55.0% |
| 10Y | +172.1% | +41.0% | +131.0% | +83.3% |
| All | +1,135.5% | +1,243.6% | -108.2% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling