+1,158.3%
IJR vs FICO
+7,606.9%
-6,448.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +5.8% |
| 7D | -0.2% | -19.2% | +19.0% | +6.2% |
| 30D | -2.4% | -14.6% | +12.2% | +1.7% |
| 3M | +3.9% | -20.1% | +24.0% | +9.0% |
| 6M | +12.4% | -36.3% | +48.7% | +24.6% |
| YTD | +21.5% | -44.9% | +66.3% | +40.6% |
| 1Y | +24.0% | -38.6% | +62.6% | +36.2% |
| 3Y | +49.7% | +4.0% | +45.7% | +30.0% |
| 5Y | +39.7% | +99.5% | -59.9% | -8.1% |
| 10Y | +169.0% | +604.7% | -435.7% | +6.1% |
| All | +1,158.3% | +7,606.9% | -6,448.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling