-24.1%
TE vs IJR
+52.1%
-76.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | -0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +5.2% |
| 30D | -5.9% | -4.6% | -1.3% | +4.9% |
| 3M | -45.6% | +0.2% | -45.8% | -45.2% |
| 6M | -43.4% | +14.7% | -58.1% | -56.5% |
| YTD | -31.0% | +18.9% | -49.8% | -51.2% |
| 1Y | +145.2% | +19.9% | +125.3% | +69.9% |
| 3Y | -24.1% | +53.0% | -77.1% | -62.1% |
| All | -24.1% | +52.1% | -76.1% | -62.1% |
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