+1,136.6%
IJR vs ES
+676.9%
+459.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | +3.5% | +6.7% | -3.2% | +0.6% |
| 3M | -3.8% | +0.3% | -4.1% | -4.2% |
| 6M | +4.3% | +7.4% | -3.1% | +0.6% |
| YTD | +19.4% | +8.4% | +11.0% | +14.2% |
| 1Y | +20.5% | +0.6% | +19.9% | +18.3% |
| 3Y | +63.0% | +50.6% | +12.4% | +31.3% |
| 5Y | +28.6% | +4.8% | +23.8% | +19.6% |
| 10Y | +157.2% | +93.1% | +64.1% | +71.2% |
| All | +1,136.6% | +676.9% | +459.7% | +309.4% |
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