+40.1%
IJR vs EIX
+22.7%
+17.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -4.7% | -18.8% | +14.1% | -0.7% |
| 3M | +2.1% | -19.7% | +21.8% | +6.5% |
| 6M | +13.9% | -18.2% | +32.1% | +17.7% |
| YTD | +18.2% | -1.7% | +20.0% | +14.4% |
| 1Y | +21.8% | +7.8% | +14.1% | +14.0% |
| 3Y | +52.2% | -5.6% | +57.8% | +45.0% |
| 5Y | +40.1% | +23.7% | +16.4% | +21.3% |
| All | +40.1% | +22.7% | +17.4% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling