+506.7%
FIX vs IJR
+60.9%
+445.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +5.5% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -35.1% | +3.0% | -38.1% | -37.5% |
| 3M | -34.3% | -4.5% | -29.8% | -30.0% |
| 6M | -42.9% | +3.1% | -46.0% | -44.7% |
| YTD | +19.5% | +18.9% | +0.6% | -2.1% |
| 1Y | +16.8% | +21.7% | -4.9% | -6.7% |
| 3Y | +506.7% | +64.0% | +442.7% | +259.9% |
| All | +506.7% | +60.9% | +445.8% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling