+381.9%
IJR vs FIVE
+868.1%
-486.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.8% |
| 7D | -0.2% | +4.3% | -4.4% | -1.2% |
| 30D | -2.4% | +12.5% | -14.9% | -5.3% |
| 3M | +3.9% | +31.2% | -27.3% | -3.0% |
| 6M | +12.4% | +14.4% | -2.0% | +7.5% |
| YTD | +21.5% | +33.9% | -12.4% | +11.8% |
| 1Y | +24.0% | +65.1% | -41.1% | +8.1% |
| 3Y | +49.7% | +49.0% | +0.7% | +26.0% |
| 5Y | +39.7% | +30.3% | +9.4% | +17.7% |
| 10Y | +169.0% | +481.1% | -312.1% | +59.5% |
| All | +381.9% | +868.1% | -486.3% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling