+17.5%
IJR vs EOSE
-86.9%
+104.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.1% | +8.3% | -3.2% |
| 7D | -3.2% | -5.1% | +1.9% | -3.0% |
| 30D | -1.0% | -42.3% | +41.4% | +1.5% |
| 3M | -7.4% | -50.8% | +43.4% | -4.6% |
| 6M | +0.2% | -69.8% | +70.0% | +4.8% |
| YTD | +15.3% | -83.6% | +98.9% | +21.4% |
| 1Y | +17.5% | -87.3% | +104.8% | +25.0% |
| All | +17.5% | -86.9% | +104.4% | +25.0% |
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