+43.7%
F vs IJR
+39.8%
+3.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -2.8% |
| 7D | -4.9% | -1.1% | -3.8% | -3.6% |
| 30D | -2.9% | -3.6% | +0.7% | +1.2% |
| 3M | -9.1% | +2.3% | -11.4% | -11.3% |
| 6M | +12.9% | +14.3% | -1.4% | -2.5% |
| YTD | +6.1% | +19.3% | -13.2% | -12.6% |
| 1Y | +22.5% | +22.6% | -0.1% | -2.2% |
| 3Y | +32.1% | +53.5% | -21.5% | -21.3% |
| 5Y | +43.7% | +39.9% | +3.8% | -1.3% |
| All | +43.7% | +39.8% | +3.9% | -1.3% |
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