+175.0%
IJR vs FN
+886.0%
-711.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | -3.1% | -26.0% | +22.8% | +2.5% |
| 3M | +4.4% | -33.3% | +37.7% | +11.7% |
| 6M | +16.1% | -14.9% | +31.1% | +14.8% |
| YTD | +20.6% | -8.6% | +29.1% | +15.5% |
| 1Y | +22.9% | +12.3% | +10.5% | +10.6% |
| 3Y | +55.2% | +174.4% | -119.2% | +1.6% |
| 5Y | +41.1% | +296.4% | -255.3% | -20.9% |
| All | +175.0% | +886.0% | -711.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling