-49.3%
TE vs IJR
+39.9%
-89.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | -0.3% |
| 7D | +0.2% | -2.2% | +2.4% | +4.4% |
| 30D | -5.9% | -4.6% | -1.3% | +3.1% |
| 3M | -45.6% | +0.2% | -45.8% | -45.2% |
| 6M | -43.4% | +14.7% | -58.1% | -54.6% |
| YTD | -31.0% | +18.9% | -49.8% | -48.2% |
| 1Y | +145.2% | +19.9% | +125.3% | +81.3% |
| 3Y | -24.1% | +53.0% | -77.1% | -57.0% |
| All | -49.3% | +39.9% | -89.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling