+1,148.9%
IJR vs EL
+543.8%
+605.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | 0.0% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -3.1% | +15.5% | -18.6% | -8.4% |
| 3M | +4.4% | +20.6% | -16.1% | -3.0% |
| 6M | +16.1% | +10.5% | +5.7% | +9.7% |
| YTD | +20.6% | -1.9% | +22.5% | +17.1% |
| 1Y | +22.9% | +16.1% | +6.8% | +11.4% |
| 3Y | +55.2% | -30.2% | +85.4% | +57.0% |
| 5Y | +41.1% | -67.4% | +108.5% | +85.9% |
| 10Y | +167.0% | +31.2% | +135.7% | +97.2% |
| All | +1,148.9% | +543.8% | +605.1% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling