+373.5%
IJR vs FIVE
+862.5%
-489.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +3.5% | +17.4% | -13.9% | -0.4% |
| 3M | -3.8% | +7.0% | -10.8% | -5.7% |
| 6M | +4.3% | +20.5% | -16.2% | -1.3% |
| YTD | +19.4% | +33.1% | -13.7% | +9.8% |
| 1Y | +20.5% | +67.1% | -46.5% | +4.9% |
| 3Y | +63.0% | +41.9% | +21.1% | +38.8% |
| 5Y | +28.6% | +21.1% | +7.5% | +10.3% |
| 10Y | +157.2% | +518.8% | -361.6% | +51.0% |
| All | +373.5% | +862.5% | -489.0% | +154.0% |
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