+24.2%
IJR vs EXPE
+48.9%
-24.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | +0.3% |
| 7D | +2.3% | +14.6% | -12.4% | +0.8% |
| 30D | +2.8% | +21.4% | -18.6% | +0.7% |
| 3M | -4.6% | +1.4% | -6.0% | -5.1% |
| 6M | +5.7% | +28.6% | -22.9% | +2.3% |
| YTD | +19.9% | +12.1% | +7.8% | +17.7% |
| 1Y | +24.2% | +50.0% | -25.8% | +16.6% |
| All | +24.2% | +48.9% | -24.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling