+168.1%
IJR vs FIS
-39.8%
+207.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.2% | -7.9% | +5.7% | +0.9% |
| 30D | -4.6% | -8.0% | +3.4% | -1.8% |
| 3M | +0.2% | +0.6% | -0.4% | -1.0% |
| 6M | +14.7% | -22.2% | +36.9% | +24.5% |
| YTD | +18.9% | -40.8% | +59.6% | +43.7% |
| 1Y | +19.9% | -41.5% | +61.5% | +45.4% |
| 3Y | +53.0% | -25.5% | +78.5% | +63.7% |
| 5Y | +40.9% | -64.8% | +105.6% | +103.0% |
| All | +168.1% | -39.8% | +207.8% | +213.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling