+150.3%
IJR vs FN
+700.1%
-549.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.5% |
| 7D | +2.2% | +0.3% | +1.9% | +1.9% |
| 30D | +3.8% | -16.5% | +20.4% | +6.5% |
| 3M | -5.7% | -42.1% | +36.4% | +3.3% |
| 6M | +4.6% | -52.9% | +57.5% | +17.7% |
| YTD | +18.0% | -28.0% | +45.9% | +16.6% |
| 1Y | +21.8% | -18.5% | +40.3% | +16.1% |
| 3Y | +61.1% | +93.9% | -32.8% | +12.4% |
| 5Y | +27.3% | +170.5% | -143.2% | -23.1% |
| All | +150.3% | +700.1% | -549.9% | +12.2% |
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