+39.9%
IJR vs FE
+46.0%
-6.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.6% | -1.2% | -2.4% | -3.3% |
| 3M | +2.3% | +1.7% | +0.7% | +1.6% |
| 6M | +14.3% | -7.5% | +21.8% | +17.1% |
| YTD | +19.3% | +6.3% | +13.0% | +16.2% |
| 1Y | +22.6% | +10.9% | +11.8% | +17.4% |
| 3Y | +53.5% | +46.9% | +6.6% | +28.7% |
| 5Y | +39.9% | +47.6% | -7.7% | +16.9% |
| All | +39.9% | +46.0% | -6.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling