+1,131.0%
IJR vs EME
+15,255.0%
-14,124.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.3% |
| 7D | -2.2% | +3.5% | -5.7% | -3.7% |
| 30D | -4.6% | -6.3% | +1.7% | -2.2% |
| 3M | +0.2% | -3.8% | +4.0% | 0.0% |
| 6M | +14.7% | +8.5% | +6.2% | +8.0% |
| YTD | +18.9% | +27.8% | -8.9% | +3.5% |
| 1Y | +19.9% | +22.2% | -2.3% | +4.7% |
| 3Y | +53.0% | +253.5% | -200.4% | -21.1% |
| 5Y | +40.9% | +578.6% | -537.8% | -46.7% |
| 10Y | +171.1% | +1,355.6% | -1,184.5% | -29.2% |
| All | +1,131.0% | +15,255.0% | -14,124.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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