+181.6%
SE vs IJR
+51.3%
+130.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.3% |
| 7D | -4.8% | -2.3% | -2.5% | -3.2% |
| 30D | -18.1% | -4.7% | -13.4% | -15.4% |
| 3M | +30.6% | +2.1% | +28.5% | +28.6% |
| 6M | +20.8% | +13.9% | +6.9% | +10.4% |
| YTD | -15.6% | +18.2% | -33.8% | -24.8% |
| 1Y | -44.2% | +21.8% | -66.0% | -51.4% |
| All | +181.6% | +51.3% | +130.4% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling