+597.0%
SE vs IJR
+119.0%
+477.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.8% |
| 7D | +0.6% | +0.9% | -0.3% | -0.3% |
| 30D | -0.1% | -3.1% | +3.1% | +3.0% |
| 3M | +34.1% | +4.4% | +29.7% | +28.5% |
| 6M | +23.2% | +16.1% | +7.1% | +6.7% |
| YTD | -11.2% | +20.6% | -31.7% | -25.9% |
| 1Y | -40.5% | +22.9% | -63.4% | -51.5% |
| 3Y | +196.3% | +55.2% | +141.1% | +86.1% |
| 5Y | -67.0% | +41.1% | -108.1% | -75.8% |
| All | +597.0% | +119.0% | +477.9% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling