-80.3%
FIG vs IJR
+31.8%
-112.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.3% |
| 7D | -16.4% | +0.9% | -17.3% | -16.7% |
| 30D | -2.3% | -3.1% | +0.8% | -0.9% |
| 3M | +7.8% | +4.4% | +3.4% | +4.6% |
| 6M | -21.8% | +16.1% | -38.0% | -31.1% |
| YTD | -39.1% | +20.6% | -59.7% | -48.7% |
| 1Y | -56.6% | +22.9% | -79.5% | -64.4% |
| All | -80.3% | +31.8% | -112.1% | -83.5% |
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 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