+150.3%
IJR vs FFIV
+118.6%
+31.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +3.8% | -32.4% | +36.2% | +19.6% |
| 3M | -5.7% | -25.7% | +19.9% | +3.7% |
| 6M | +4.6% | -13.5% | +18.1% | +7.0% |
| YTD | +18.0% | +21.1% | -3.1% | +2.4% |
| 1Y | +21.8% | +29.4% | -7.6% | +2.4% |
| 3Y | +61.1% | +94.9% | -33.8% | +8.5% |
| 5Y | +27.3% | +34.7% | -7.4% | -0.6% |
| All | +150.3% | +118.6% | +31.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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