+169.0%
IJR vs FIVE
+497.8%
-328.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | -3.6% | +5.0% | -8.6% | -5.0% |
| 3M | +2.3% | +29.5% | -27.2% | -4.9% |
| 6M | +14.3% | +12.4% | +1.9% | +9.3% |
| YTD | +19.3% | +31.2% | -11.9% | +9.2% |
| 1Y | +22.6% | +72.9% | -50.3% | +3.8% |
| 3Y | +53.5% | +53.0% | +0.5% | +25.7% |
| 5Y | +39.9% | +34.2% | +5.8% | +14.5% |
| All | +169.0% | +497.8% | -328.7% | +42.8% |
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