-79.9%
FIG vs IJR
+29.9%
-109.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.5% |
| 7D | -3.8% | -2.2% | -1.6% | -2.8% |
| 30D | -2.3% | -4.6% | +2.3% | -0.2% |
| 3M | +20.0% | +0.2% | +19.7% | +19.1% |
| 6M | -16.7% | +14.7% | -31.4% | -26.2% |
| YTD | -37.9% | +18.9% | -56.8% | -47.3% |
| 1Y | -58.5% | +19.9% | -78.5% | -65.5% |
| All | -79.9% | +29.9% | -109.8% | -83.0% |
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