+1,148.9%
IJR vs FITB
+158.6%
+990.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +0.9% | +2.8% | -1.9% | +0.1% |
| 30D | -3.1% | -4.5% | +1.4% | -1.9% |
| 3M | +4.4% | +5.7% | -1.2% | +2.7% |
| 6M | +16.1% | +17.1% | -1.0% | +10.9% |
| YTD | +20.6% | +18.3% | +2.2% | +14.7% |
| 1Y | +22.9% | +23.9% | -1.0% | +15.3% |
| 3Y | +55.2% | +131.1% | -75.9% | +22.8% |
| 5Y | +41.1% | +71.1% | -30.0% | +19.4% |
| 10Y | +167.0% | +283.9% | -116.9% | +79.4% |
| All | +1,148.9% | +158.6% | +990.3% | +768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling