+3,759.0%
FIX vs IJR
+162.1%
+3,596.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.1% |
| 7D | +6.4% | -0.4% | +6.9% | +7.6% |
| 30D | -29.1% | +3.5% | -32.6% | -31.7% |
| 3M | -31.1% | -3.8% | -27.4% | -27.8% |
| 6M | -42.8% | +4.3% | -47.1% | -45.0% |
| YTD | +24.6% | +19.4% | +5.2% | +3.6% |
| 1Y | +21.9% | +20.5% | +1.4% | +0.5% |
| 3Y | +524.9% | +63.0% | +461.9% | +274.0% |
| 5Y | +1,092.2% | +28.6% | +1,063.6% | +826.0% |
| 10Y | +3,759.0% | +157.2% | +3,601.9% | +1,210.8% |
| All | +3,759.0% | +162.1% | +3,596.9% | +1,210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling