+121.5%
FIX vs IJR
+21.9%
+99.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +5.4% |
| 7D | +5.0% | -2.2% | +7.2% | +8.9% |
| 30D | -2.7% | -4.6% | +1.9% | +5.5% |
| 3M | -8.2% | +0.2% | -8.5% | -8.1% |
| 6M | +20.3% | +14.7% | +5.5% | -2.4% |
| YTD | +81.4% | +18.9% | +62.6% | +39.6% |
| 1Y | +121.5% | +19.9% | +101.6% | +72.9% |
| All | +121.5% | +21.9% | +99.6% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling