+360.3%
IJR vs FANG
+1,412.9%
-1,052.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | +2.9% | -5.1% | -2.8% |
| 30D | -4.6% | +2.6% | -7.2% | -5.2% |
| 3M | +0.2% | +7.6% | -7.3% | -1.8% |
| 6M | +14.7% | +17.3% | -2.6% | +9.4% |
| YTD | +18.9% | +38.7% | -19.8% | +8.8% |
| 1Y | +19.9% | +51.6% | -31.7% | +7.2% |
| 3Y | +53.0% | +50.0% | +3.1% | +35.0% |
| 5Y | +40.9% | +237.6% | -196.7% | +0.8% |
| 10Y | +171.1% | +180.7% | -9.6% | +70.7% |
| All | +360.3% | +1,412.9% | -1,052.5% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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