-53.1%
TE vs IJR
+88.2%
-141.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.1% |
| 7D | +0.2% | -2.2% | +2.4% | +2.4% |
| 30D | -5.9% | -4.6% | -1.3% | -1.2% |
| 3M | -45.6% | +0.2% | -45.8% | -45.3% |
| 6M | -43.4% | +14.7% | -58.1% | -49.3% |
| YTD | -31.0% | +18.9% | -49.8% | -40.1% |
| 1Y | +145.2% | +19.9% | +125.3% | +112.2% |
| 3Y | -24.1% | +53.0% | -77.1% | -40.0% |
| 5Y | -48.1% | +40.9% | -89.0% | -57.2% |
| All | -53.1% | +88.2% | -141.2% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling