+168.1%
IJR vs ESI
+312.8%
-144.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.2% | -4.6% | +2.5% | -0.3% |
| 30D | -4.6% | -10.5% | +5.9% | -0.3% |
| 3M | +0.2% | -19.8% | +20.0% | +8.3% |
| 6M | +14.7% | +5.8% | +8.9% | +8.2% |
| YTD | +18.9% | +38.3% | -19.4% | -1.4% |
| 1Y | +19.9% | +31.5% | -11.6% | +1.3% |
| 3Y | +53.0% | +80.7% | -27.7% | +9.6% |
| 5Y | +40.9% | +69.4% | -28.6% | +1.6% |
| All | +168.1% | +312.8% | -144.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling