+168.1%
IJR vs EL
+26.1%
+142.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -2.2% | -6.5% | +4.3% | -0.2% |
| 30D | -4.6% | +11.1% | -15.7% | -8.1% |
| 3M | +0.2% | +10.7% | -10.5% | -3.5% |
| 6M | +14.7% | +6.9% | +7.8% | +10.4% |
| YTD | +18.9% | -6.3% | +25.1% | +17.6% |
| 1Y | +19.9% | +13.5% | +6.5% | +10.7% |
| 3Y | +53.0% | -33.1% | +86.1% | +58.8% |
| 5Y | +40.9% | -68.8% | +109.6% | +94.6% |
| All | +168.1% | +26.1% | +142.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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