+2,185.6%
FIX vs IJR
+40.3%
+2,145.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.2% |
| 7D | +6.1% | +0.9% | +5.1% | +4.9% |
| 30D | -2.7% | -3.1% | +0.5% | +1.1% |
| 3M | -10.9% | +4.4% | -15.4% | -14.9% |
| 6M | +29.0% | +16.1% | +12.9% | +10.0% |
| YTD | +76.9% | +20.6% | +56.3% | +44.9% |
| 1Y | +130.7% | +22.9% | +107.9% | +86.0% |
| 3Y | +790.7% | +55.2% | +735.5% | +468.5% |
| 5Y | +2,185.6% | +41.1% | +2,144.5% | +1,514.8% |
| All | +2,185.6% | +40.3% | +2,145.3% | +1,514.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling