+24.2%
IJR vs FIS
-50.5%
+74.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.7% | +25.0% | +2.2% |
| 7D | +2.3% | -18.4% | +20.7% | +2.6% |
| 30D | +2.8% | -11.4% | +14.2% | +2.4% |
| 3M | -4.6% | -32.0% | +27.4% | -2.9% |
| 6M | +5.7% | -35.6% | +41.3% | +8.3% |
| YTD | +19.9% | -53.8% | +73.7% | +36.1% |
| 1Y | +24.2% | -51.1% | +75.2% | +36.9% |
| All | +24.2% | -50.5% | +74.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling