+53.6%
IJR vs FDS
-32.7%
+86.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | -1.1% | -8.8% | +7.7% | +0.1% |
| 30D | -3.6% | -1.4% | -2.2% | -3.5% |
| 3M | +2.3% | +13.9% | -11.6% | 0.0% |
| 6M | +14.3% | +27.4% | -13.0% | +8.8% |
| YTD | +19.3% | -2.5% | +21.7% | +21.6% |
| 1Y | +22.6% | -23.8% | +46.4% | +36.1% |
| All | +53.6% | -32.7% | +86.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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