+1,096.0%
IJR vs FICO
+5,724.4%
-4,628.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.9% | -0.9% | -0.9% | -1.6% |
| 30D | +0.4% | +3.3% | -2.9% | -1.5% |
| 3M | -6.6% | -31.7% | +25.2% | +1.4% |
| 6M | -0.3% | -34.0% | +33.7% | +7.2% |
| YTD | +15.5% | -58.3% | +73.8% | +41.7% |
| 1Y | +19.2% | -57.9% | +77.2% | +45.6% |
| 3Y | +54.6% | -24.1% | +78.6% | +44.5% |
| 5Y | +23.8% | +85.3% | -61.5% | -19.9% |
| 10Y | +175.0% | +520.3% | -345.3% | +9.0% |
| All | +1,096.0% | +5,724.4% | -4,628.5% | +93.8% |
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 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