+24.2%
IJR vs ET
+24.7%
-0.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.0% |
| 7D | +2.3% | -6.0% | +8.3% | +1.8% |
| 30D | +2.8% | -6.1% | +8.9% | +2.4% |
| 3M | -4.6% | -2.7% | -2.0% | -4.8% |
| 6M | +5.7% | +0.2% | +5.4% | +5.7% |
| YTD | +19.9% | +24.3% | -4.4% | +20.2% |
| 1Y | +24.2% | +26.4% | -2.2% | +24.2% |
| All | +24.2% | +24.7% | -0.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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