+167.5%
IJR vs FICO
+544.0%
-376.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +2.3% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +3.0% | +8.4% | -5.4% | +0.2% |
| 3M | -4.5% | -30.5% | +26.0% | +2.1% |
| 6M | +3.1% | -35.7% | +38.8% | +10.8% |
| YTD | +18.9% | -57.2% | +76.1% | +42.5% |
| 1Y | +21.7% | -58.4% | +80.1% | +47.0% |
| 3Y | +64.0% | -24.8% | +88.9% | +50.2% |
| 5Y | +27.6% | +79.3% | -51.7% | -20.8% |
| 10Y | +167.5% | +531.6% | -364.2% | -13.3% |
| All | +167.5% | +544.0% | -376.5% | -13.3% |
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