+85.2%
F vs IJR
+170.6%
-85.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +4.1% |
| 7D | -3.7% | -2.3% | -1.4% | -1.3% |
| 30D | -0.7% | -4.7% | +4.0% | +4.3% |
| 3M | -1.9% | +2.1% | -4.0% | -4.0% |
| 6M | +16.1% | +13.9% | +2.2% | +1.8% |
| YTD | +9.5% | +18.2% | -8.8% | -7.6% |
| 1Y | +27.2% | +21.8% | +5.4% | +4.1% |
| 3Y | +36.3% | +52.2% | -15.9% | -12.4% |
| 5Y | +49.3% | +40.1% | +9.2% | +7.1% |
| All | +85.2% | +170.6% | -85.4% | -27.9% |
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