+6,182.4%
FIX vs IJR
+170.6%
+6,011.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.5% |
| 7D | +0.7% | -2.3% | +3.0% | +3.4% |
| 30D | -5.7% | -4.7% | -1.0% | -0.3% |
| 3M | -7.4% | +2.1% | -9.6% | -9.2% |
| 6M | +15.1% | +13.9% | +1.2% | +0.5% |
| YTD | +70.7% | +18.2% | +52.5% | +43.2% |
| 1Y | +111.9% | +21.8% | +90.1% | +72.8% |
| 3Y | +759.5% | +52.2% | +707.3% | +453.6% |
| 5Y | +2,164.4% | +40.1% | +2,124.3% | +1,496.1% |
| All | +6,182.4% | +170.6% | +6,011.8% | +2,072.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling