+168.1%
IJR vs ETR
+296.9%
-128.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -4.6% | -1.8% | -2.8% | -4.0% |
| 3M | +0.2% | -3.6% | +3.8% | +1.5% |
| 6M | +14.7% | +2.6% | +12.1% | +12.8% |
| YTD | +18.9% | +16.0% | +2.8% | +11.0% |
| 1Y | +19.9% | +20.1% | -0.2% | +10.2% |
| 3Y | +53.0% | +143.6% | -90.6% | +1.8% |
| 5Y | +40.9% | +124.4% | -83.5% | -4.3% |
| All | +168.1% | +296.9% | -128.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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