+24.2%
IJR vs ES
-1.6%
+25.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.1% |
| 7D | +2.3% | +5.3% | -3.1% | +1.8% |
| 30D | +2.8% | +8.9% | -6.1% | +2.0% |
| 3M | -4.6% | -1.9% | -2.7% | -4.5% |
| 6M | +5.7% | +3.9% | +1.8% | +5.1% |
| YTD | +19.9% | +8.3% | +11.6% | +18.5% |
| 1Y | +24.2% | -0.1% | +24.3% | +23.6% |
| All | +24.2% | -1.6% | +25.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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