+44.0%
IJR vs FGI
-69.1%
+113.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -1.1% | +14.7% | -15.8% | -1.3% |
| 30D | -3.6% | +67.0% | -70.6% | -5.0% |
| 3M | +2.3% | +31.0% | -28.7% | +1.1% |
| 6M | +14.3% | +126.8% | -112.5% | +11.2% |
| YTD | +19.3% | +35.6% | -16.3% | +16.8% |
| 1Y | +22.6% | +108.9% | -86.3% | +17.9% |
| 3Y | +53.5% | -0.3% | +53.8% | +49.3% |
| All | +44.0% | -69.1% | +113.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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