+167.0%
IJR vs FICO
+607.5%
-440.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +0.9% | -15.4% | +16.4% | +5.2% |
| 30D | -3.1% | -10.4% | +7.2% | -0.9% |
| 3M | +4.4% | -22.7% | +27.1% | +10.0% |
| 6M | +16.1% | -36.8% | +52.9% | +28.0% |
| YTD | +20.6% | -44.8% | +65.4% | +38.2% |
| 1Y | +22.9% | -39.3% | +62.2% | +34.4% |
| 3Y | +55.2% | +3.7% | +51.5% | +31.9% |
| 5Y | +41.1% | +101.7% | -60.6% | -11.6% |
| 10Y | +167.0% | +602.8% | -435.8% | -12.8% |
| All | +167.0% | +607.5% | -440.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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