+6,278.5%
FIX vs IJR
+173.0%
+6,105.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.8% |
| 7D | +3.5% | -1.1% | +4.6% | +4.9% |
| 30D | -3.5% | -3.6% | +0.1% | +0.7% |
| 3M | -11.8% | +2.3% | -14.1% | -13.6% |
| 6M | +17.8% | +14.3% | +3.4% | +2.4% |
| YTD | +73.3% | +19.3% | +54.0% | +43.9% |
| 1Y | +128.1% | +22.6% | +105.5% | +84.5% |
| 3Y | +772.7% | +53.5% | +719.1% | +456.4% |
| 5Y | +2,166.4% | +39.9% | +2,126.5% | +1,499.8% |
| All | +6,278.5% | +173.0% | +6,105.4% | +2,082.9% |
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