+53.0%
IJR vs FLR
+54.2%
-1.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -2.2% | -3.5% | +1.3% | -1.4% |
| 30D | -4.6% | +4.2% | -8.8% | -5.6% |
| 3M | +0.2% | +8.1% | -7.8% | -2.3% |
| 6M | +14.7% | +21.5% | -6.8% | +7.6% |
| YTD | +18.9% | +36.8% | -17.9% | +7.9% |
| 1Y | +19.9% | +31.2% | -11.3% | +9.4% |
| 3Y | +53.0% | +53.9% | -0.9% | +19.8% |
| All | +53.0% | +54.2% | -1.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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