+150.3%
IJR vs FIVE
+504.2%
-353.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +3.8% | +12.7% | -8.8% | +0.6% |
| 3M | -5.7% | +2.1% | -7.8% | -6.7% |
| 6M | +4.6% | +17.5% | -12.8% | -0.9% |
| YTD | +18.0% | +31.0% | -13.0% | +7.8% |
| 1Y | +21.8% | +67.7% | -45.9% | +4.1% |
| 3Y | +61.1% | +43.4% | +17.7% | +34.5% |
| 5Y | +27.3% | +18.1% | +9.2% | +8.4% |
| All | +150.3% | +504.2% | -353.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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