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  • IJR vs FDS✓SelectedUSD · FDSIJR vs FDS performance historyLatest closeAs of-0.75%09/08
Stock and ETF performance explorer

IJR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,148.9%
FDS return
+2,284.7%
Excess return
-1,135.8%
Maximum drawdown
-58.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.7%-4.3%+3.5%+0.8%
7D+0.9%-5.4%+6.3%+2.9%
30D-3.1%+1.6%-4.7%-4.0%
3M+4.4%+17.7%-13.3%-3.3%
6M+16.1%+29.1%-12.9%+2.1%
YTD+20.6%+1.0%+19.6%+15.3%
1Y+22.9%-21.6%+44.5%+28.3%
3Y+55.2%-30.1%+85.3%+68.0%
5Y+41.1%-20.7%+61.8%+43.8%
10Y+167.0%+78.3%+88.7%+94.1%
All+1,148.9%+2,284.7%-1,135.8%+282.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling