+148.6%
TE vs IJR
+25.5%
+123.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.5% |
| 7D | -4.0% | -0.2% | -3.8% | -3.5% |
| 30D | -15.9% | -2.4% | -13.5% | -11.1% |
| 3M | -60.5% | +3.9% | -64.5% | -62.4% |
| 6M | -35.2% | +12.4% | -47.6% | -43.4% |
| YTD | -31.1% | +21.5% | -52.6% | -45.7% |
| 1Y | +148.6% | +24.0% | +124.7% | +91.4% |
| All | +148.6% | +25.5% | +123.2% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling