+168.1%
IJR vs WEC
+146.6%
+21.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -4.6% | -2.6% | -2.0% | -3.9% |
| 3M | +0.2% | -6.0% | +6.3% | +2.0% |
| 6M | +14.7% | -5.4% | +20.1% | +16.3% |
| YTD | +18.9% | +2.5% | +16.4% | +17.5% |
| 1Y | +19.9% | -0.7% | +20.7% | +19.6% |
| 3Y | +53.0% | +38.7% | +14.3% | +36.2% |
| 5Y | +40.9% | +31.7% | +9.2% | +26.4% |
| All | +168.1% | +146.6% | +21.5% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling