+1,135.5%
IJR vs EXEL
+221.8%
+913.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -3.6% | +10.1% | -13.8% | -5.1% |
| 3M | +2.3% | +10.1% | -7.8% | +0.6% |
| 6M | +14.3% | +37.7% | -23.3% | +8.3% |
| YTD | +19.3% | +33.1% | -13.8% | +13.4% |
| 1Y | +22.6% | +52.4% | -29.8% | +13.8% |
| 3Y | +53.5% | +163.8% | -110.3% | +28.5% |
| 5Y | +39.9% | +198.5% | -158.6% | +13.5% |
| 10Y | +172.1% | +386.9% | -214.8% | +90.1% |
| All | +1,135.5% | +221.8% | +913.6% | +459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling