+63.0%
IJR vs FIVE
+42.3%
+20.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +3.5% | +17.4% | -13.9% | +0.8% |
| 3M | -3.8% | +7.0% | -10.8% | -5.1% |
| 6M | +4.3% | +20.5% | -16.2% | +0.4% |
| YTD | +19.4% | +33.1% | -13.7% | +12.5% |
| 1Y | +20.5% | +67.1% | -46.5% | +9.2% |
| All | +63.0% | +42.3% | +20.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling