+24.0%
IJR vs EOSE
-49.1%
+73.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | -0.2% |
| 7D | -0.2% | +19.0% | -19.2% | -1.2% |
| 30D | -2.4% | +1.6% | -4.0% | -2.7% |
| 3M | +3.9% | -52.0% | +55.9% | +7.0% |
| 6M | +12.4% | -42.5% | +54.9% | +13.7% |
| YTD | +21.5% | -66.1% | +87.6% | +24.3% |
| 1Y | +24.0% | -47.1% | +71.1% | +29.1% |
| All | +24.0% | -49.1% | +73.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling