+110.9%
IJR vs EOSE
-60.6%
+171.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -4.6% | -6.8% | +2.2% | -4.5% |
| 3M | +0.2% | -36.3% | +36.5% | +2.0% |
| 6M | +14.7% | -38.8% | +53.5% | +15.9% |
| YTD | +18.9% | -65.5% | +84.4% | +22.6% |
| 1Y | +19.9% | -45.3% | +65.2% | +19.3% |
| 3Y | +53.0% | +44.2% | +8.9% | +34.5% |
| 5Y | +40.9% | -69.5% | +110.4% | +20.4% |
| All | +110.9% | -60.6% | +171.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling