+1,121.9%
IJR vs ES
+690.0%
+431.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.0% |
| 30D | +3.8% | +7.6% | -3.7% | +0.6% |
| 3M | -5.7% | +0.5% | -6.2% | -6.2% |
| 6M | +4.6% | +7.6% | -3.0% | +0.9% |
| YTD | +18.0% | +10.2% | +7.8% | +12.0% |
| 1Y | +21.8% | +1.8% | +20.0% | +18.9% |
| 3Y | +61.1% | +55.4% | +5.7% | +28.0% |
| 5Y | +27.3% | +7.3% | +20.0% | +17.3% |
| 10Y | +154.1% | +96.4% | +57.8% | +67.9% |
| All | +1,121.9% | +690.0% | +431.8% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling