+62.9%
FDX vs IJR
+39.8%
+23.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.7% |
| 7D | -2.3% | -1.1% | -1.2% | -1.4% |
| 30D | -4.9% | -3.6% | -1.3% | -2.0% |
| 3M | -6.5% | +2.3% | -8.8% | -8.2% |
| 6M | +6.7% | +14.3% | -7.7% | -4.3% |
| YTD | +33.9% | +19.3% | +14.6% | +16.2% |
| 1Y | +72.2% | +22.6% | +49.6% | +45.8% |
| 3Y | +60.2% | +53.5% | +6.7% | +12.5% |
| 5Y | +62.9% | +39.9% | +23.0% | +22.5% |
| All | +62.9% | +39.8% | +23.1% | +22.5% |
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