+47.8%
IJR vs EXE
+192.2%
-144.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | -3.1% | +6.4% | -9.5% | -4.6% |
| 3M | +4.4% | +9.2% | -4.8% | +2.1% |
| 6M | +16.1% | -7.0% | +23.1% | +17.5% |
| YTD | +20.6% | -9.5% | +30.0% | +22.4% |
| 1Y | +22.9% | +6.2% | +16.6% | +19.2% |
| 3Y | +55.2% | +20.7% | +34.5% | +43.4% |
| 5Y | +41.1% | +103.6% | -62.5% | +11.3% |
| All | +47.8% | +192.2% | -144.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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