+168.1%
IJR vs FE
+114.2%
+53.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.7% |
| 30D | -4.6% | -1.9% | -2.7% | -4.0% |
| 3M | +0.2% | -0.2% | +0.4% | +0.1% |
| 6M | +14.7% | -7.1% | +21.8% | +17.3% |
| YTD | +18.9% | +6.1% | +12.7% | +15.9% |
| 1Y | +19.9% | +10.1% | +9.9% | +15.3% |
| 3Y | +53.0% | +46.9% | +6.2% | +31.1% |
| 5Y | +40.9% | +50.0% | -9.2% | +19.0% |
| All | +168.1% | +114.2% | +53.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling