+32,408.1%
FIX vs IJR
+1,153.0%
+31,255.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | -7.2% | -2.4% | -4.8% | -4.7% |
| 3M | -15.9% | +3.9% | -19.8% | -18.9% |
| 6M | +12.7% | +12.4% | +0.3% | +0.8% |
| YTD | +72.8% | +21.5% | +51.3% | +42.1% |
| 1Y | +122.9% | +24.0% | +98.9% | +80.1% |
| 3Y | +774.3% | +49.7% | +724.6% | +485.0% |
| 5Y | +2,049.5% | +39.7% | +2,009.8% | +1,451.0% |
| 10Y | +5,821.5% | +169.0% | +5,652.4% | +2,090.0% |
| All | +32,408.1% | +1,153.0% | +31,255.1% | +2,998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling