+40.1%
IJR vs EL
-69.5%
+109.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -2.3% | -4.4% | +2.0% | -1.3% |
| 30D | -4.7% | +10.3% | -15.0% | -7.2% |
| 3M | +2.1% | +13.4% | -11.2% | -1.4% |
| 6M | +13.9% | +3.1% | +10.8% | +11.6% |
| YTD | +18.2% | -6.9% | +25.1% | +17.6% |
| 1Y | +21.8% | +11.9% | +9.9% | +14.9% |
| 3Y | +52.2% | -33.8% | +86.0% | +57.8% |
| 5Y | +40.1% | -69.0% | +109.1% | +89.6% |
| All | +40.1% | -69.5% | +109.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling