+1,052.5%
IJR vs IEF
+128.5%
+924.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.4% |
| 30D | -3.6% | -0.6% | -3.0% | -4.1% |
| 3M | +2.3% | -1.0% | +3.3% | +1.3% |
| 6M | +14.3% | -3.1% | +17.4% | +10.8% |
| YTD | +19.3% | -1.9% | +21.2% | +16.9% |
| 1Y | +22.6% | -1.4% | +24.0% | +20.8% |
| 3Y | +53.5% | +9.8% | +43.8% | +67.5% |
| 5Y | +39.9% | -8.8% | +48.8% | +18.6% |
| 10Y | +172.1% | +4.7% | +167.4% | +184.3% |
| All | +1,052.5% | +128.5% | +924.0% | +3,528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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