+566.2%
IJR vs EXPE
+776.5%
-210.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.1% | +1.4% |
| 7D | +0.9% | -9.8% | +10.7% | +3.7% |
| 30D | -3.1% | -11.5% | +8.4% | -0.2% |
| 3M | +4.4% | +21.7% | -17.3% | -2.0% |
| 6M | +16.1% | +10.4% | +5.7% | +11.3% |
| YTD | +20.6% | -2.5% | +23.1% | +18.1% |
| 1Y | +22.9% | +27.3% | -4.5% | +10.6% |
| 3Y | +55.2% | +153.5% | -98.3% | +10.5% |
| 5Y | +41.1% | +91.1% | -50.0% | +3.6% |
| 10Y | +167.0% | +153.1% | +13.9% | +65.2% |
| All | +566.2% | +776.5% | -210.3% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling