+3,553.2%
FIX vs IJR
+151.4%
+3,401.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.2% | +7.3% | +7.0% |
| 30D | -27.8% | +3.8% | -31.6% | -30.7% |
| 3M | -35.6% | -5.7% | -29.8% | -30.8% |
| 6M | -45.2% | +4.6% | -49.9% | -47.5% |
| YTD | +19.5% | +18.0% | +1.5% | +0.7% |
| 1Y | +24.2% | +21.8% | +2.4% | +1.2% |
| 3Y | +494.2% | +61.1% | +433.1% | +260.6% |
| 5Y | +1,036.1% | +27.3% | +1,008.8% | +792.7% |
| All | +3,553.2% | +151.4% | +3,401.8% | +1,178.1% |
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 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