+1,121.9%
IJR vs FE
+498.1%
+623.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +2.2% | +1.2% | +0.9% | +1.7% |
| 30D | +3.8% | +4.5% | -0.7% | +2.2% |
| 3M | -5.7% | +1.3% | -7.1% | -6.3% |
| 6M | +4.6% | +8.7% | -4.0% | +1.3% |
| YTD | +18.0% | +9.2% | +8.8% | +13.7% |
| 1Y | +21.8% | +7.0% | +14.8% | +18.2% |
| 3Y | +61.1% | +51.4% | +9.7% | +36.3% |
| 5Y | +27.3% | +47.7% | -20.4% | +7.9% |
| 10Y | +154.1% | +125.0% | +29.1% | +78.0% |
| All | +1,121.9% | +498.1% | +623.8% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling