+1,148.9%
IJR vs WEC
+2,231.5%
-1,082.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -3.1% | +0.3% | -3.5% | -3.4% |
| 3M | +4.4% | -2.9% | +7.3% | +5.5% |
| 6M | +16.1% | -5.9% | +22.0% | +18.7% |
| YTD | +20.6% | +4.1% | +16.4% | +17.8% |
| 1Y | +22.9% | +3.1% | +19.7% | +20.3% |
| 3Y | +55.2% | +40.8% | +14.4% | +30.7% |
| 5Y | +41.1% | +31.7% | +9.4% | +20.4% |
| 10Y | +167.0% | +141.1% | +25.9% | +58.8% |
| All | +1,148.9% | +2,231.5% | -1,082.6% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling