+41.5%
IJR vs FIVE
+39.4%
+2.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +0.9% | +3.7% | -2.7% | +0.1% |
| 30D | -3.1% | +4.0% | -7.1% | -4.1% |
| 3M | +4.4% | +36.2% | -31.8% | -2.9% |
| 6M | +16.1% | +18.0% | -1.9% | +10.6% |
| YTD | +20.6% | +34.9% | -14.3% | +11.3% |
| 1Y | +22.9% | +67.9% | -45.1% | +7.4% |
| 3Y | +55.2% | +57.3% | -2.1% | +31.7% |
| All | +41.5% | +39.4% | +2.0% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling