+504.5%
IJR vs ET
+1,438.5%
-934.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -4.6% | +2.9% | -7.5% | -5.3% |
| 3M | +0.2% | +16.8% | -16.6% | -4.0% |
| 6M | +14.7% | +18.9% | -4.2% | +9.2% |
| YTD | +18.9% | +37.7% | -18.8% | +8.7% |
| 1Y | +19.9% | +32.4% | -12.5% | +10.7% |
| 3Y | +53.0% | +99.5% | -46.5% | +26.4% |
| 5Y | +40.9% | +244.0% | -203.1% | +0.4% |
| 10Y | +171.1% | +172.1% | -1.0% | +90.3% |
| All | +504.5% | +1,438.5% | -934.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling