+971.5%
IJR vs FIS
+346.5%
+625.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.1% | +1.6% |
| 7D | +0.9% | -3.5% | +4.4% | +2.3% |
| 30D | -3.1% | -7.8% | +4.7% | -0.2% |
| 3M | +4.4% | +0.8% | +3.6% | +3.1% |
| 6M | +16.1% | -21.9% | +38.0% | +26.1% |
| YTD | +20.6% | -39.5% | +60.1% | +44.8% |
| 1Y | +22.9% | -41.0% | +63.8% | +48.7% |
| 3Y | +55.2% | -23.6% | +78.8% | +65.4% |
| 5Y | +41.1% | -65.6% | +106.7% | +99.4% |
| 10Y | +167.0% | -40.2% | +207.2% | +193.0% |
| All | +971.5% | +346.5% | +625.0% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling