+40.1%
IJR vs ESI
+66.0%
-25.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.0% |
| 7D | -2.3% | -2.3% | 0.0% | -1.4% |
| 30D | -4.7% | -9.0% | +4.3% | -1.1% |
| 3M | +2.1% | -13.3% | +15.4% | +6.4% |
| 6M | +13.9% | +5.3% | +8.6% | +6.7% |
| YTD | +18.2% | +37.6% | -19.4% | -3.8% |
| 1Y | +21.8% | +33.6% | -11.8% | 0.0% |
| 3Y | +52.2% | +75.8% | -23.6% | +5.1% |
| 5Y | +40.1% | +68.6% | -28.5% | -4.6% |
| All | +40.1% | +66.0% | -25.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling