+1,148.9%
IJR vs FDS
+2,284.7%
-1,135.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 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