+168.1%
IJR vs EIX
+19.9%
+148.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -4.6% | -19.3% | +14.7% | +0.3% |
| 3M | +0.2% | -21.7% | +21.9% | +6.1% |
| 6M | +14.7% | -19.8% | +34.5% | +20.2% |
| YTD | +18.9% | -3.0% | +21.9% | +16.1% |
| 1Y | +19.9% | +5.1% | +14.8% | +13.7% |
| 3Y | +53.0% | -7.0% | +60.0% | +48.1% |
| 5Y | +40.9% | +22.0% | +18.8% | +22.1% |
| All | +168.1% | +19.9% | +148.2% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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