+1,072.0%
IJR vs FLR
+587.1%
+484.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.2% |
| 7D | -1.1% | -3.1% | +2.0% | -0.3% |
| 30D | -3.6% | +4.9% | -8.6% | -5.0% |
| 3M | +2.3% | +10.8% | -8.5% | -1.6% |
| 6M | +14.3% | +19.7% | -5.3% | +6.6% |
| YTD | +19.3% | +38.4% | -19.1% | +6.4% |
| 1Y | +22.6% | +34.7% | -12.1% | +9.6% |
| 3Y | +53.5% | +56.7% | -3.1% | +25.4% |
| 5Y | +39.9% | +241.6% | -201.7% | -11.6% |
| 10Y | +172.1% | +20.2% | +151.8% | +88.4% |
| All | +1,072.0% | +587.1% | +484.8% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling