+1,158.3%
IJR vs FFIV
+2,347.6%
-1,189.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -2.4% | -5.1% | +2.7% | -1.6% |
| 3M | +3.9% | -4.5% | +8.4% | +4.6% |
| 6M | +12.4% | +36.5% | -24.1% | +5.3% |
| YTD | +21.5% | +53.0% | -31.5% | +11.0% |
| 1Y | +24.0% | +24.2% | -0.2% | +17.6% |
| 3Y | +49.7% | +137.2% | -87.5% | +25.1% |
| 5Y | +39.7% | +91.8% | -52.1% | +20.7% |
| 10Y | +169.0% | +215.2% | -46.2% | +111.0% |
| All | +1,158.3% | +2,347.6% | -1,189.3% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling