-50.0%
TE vs IJR
+88.8%
-138.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -1.9% |
| 7D | +15.0% | -1.1% | +16.1% | +16.2% |
| 30D | -7.5% | -3.6% | -3.9% | -4.0% |
| 3M | -42.0% | +2.3% | -44.3% | -42.7% |
| 6M | -31.4% | +14.3% | -45.8% | -38.4% |
| YTD | -26.5% | +19.3% | -45.8% | -36.4% |
| 1Y | +153.1% | +22.6% | +130.5% | +114.4% |
| 3Y | -20.7% | +53.5% | -74.2% | -37.5% |
| 5Y | -45.4% | +39.9% | -85.4% | -55.1% |
| All | -50.0% | +88.8% | -138.8% | -59.6% |
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