+39.8%
IJR vs EXPE
+92.3%
-52.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -2.2% | -5.8% | +3.6% | -0.9% |
| 30D | -4.6% | -13.6% | +9.0% | -1.5% |
| 3M | +0.2% | +25.2% | -25.0% | -5.7% |
| 6M | +14.7% | +22.3% | -7.6% | +7.9% |
| YTD | +18.9% | -0.3% | +19.2% | +16.4% |
| 1Y | +19.9% | +27.8% | -7.9% | +9.2% |
| 3Y | +53.0% | +162.4% | -109.4% | +10.8% |
| All | +39.8% | +92.3% | -52.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling