+168.1%
IJR vs FITB
+290.8%
-122.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | -4.6% | -5.7% | +1.1% | -1.9% |
| 3M | +0.2% | +3.2% | -2.9% | -1.5% |
| 6M | +14.7% | +23.4% | -8.7% | +3.0% |
| YTD | +18.9% | +18.8% | +0.1% | +8.3% |
| 1Y | +19.9% | +25.0% | -5.0% | +6.3% |
| 3Y | +53.0% | +131.2% | -78.2% | -0.1% |
| 5Y | +40.9% | +70.7% | -29.8% | +2.6% |
| All | +168.1% | +290.8% | -122.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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