+27.2%
IJR vs FDS
-23.2%
+50.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +3.8% | +14.8% | -11.0% | +0.5% |
| 3M | -5.7% | +16.3% | -22.0% | -9.4% |
| 6M | +4.6% | +66.2% | -61.6% | -10.0% |
| YTD | +18.0% | +16.2% | +1.7% | +13.5% |
| 1Y | +21.8% | +21.8% | 0.0% | +14.5% |
| 3Y | +61.1% | -23.9% | +85.0% | +83.1% |
| All | +27.2% | -23.2% | +50.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling