+39.8%
IJR vs EXEL
+180.6%
-140.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -2.2% | -4.9% | +2.7% | -1.3% |
| 30D | -4.6% | +11.4% | -16.0% | -6.5% |
| 3M | +0.2% | +4.9% | -4.7% | -0.9% |
| 6M | +14.7% | +34.4% | -19.7% | +8.2% |
| YTD | +18.9% | +28.0% | -9.2% | +12.8% |
| 1Y | +19.9% | +43.6% | -23.7% | +10.9% |
| 3Y | +53.0% | +155.2% | -102.2% | +21.0% |
| All | +39.8% | +180.6% | -140.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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