+161.6%
IJR vs FN
+772.0%
-610.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.6% |
| 7D | +0.1% | -4.1% | +4.2% | +0.5% |
| 30D | +2.6% | -28.3% | +31.0% | +8.7% |
| 3M | -4.3% | -33.9% | +29.6% | +2.0% |
| 6M | +2.7% | -43.9% | +46.6% | +11.1% |
| YTD | +18.5% | -23.4% | +41.9% | +15.8% |
| 1Y | +20.1% | -25.4% | +45.5% | +17.3% |
| 3Y | +61.7% | +107.9% | -46.2% | +11.2% |
| 5Y | +28.5% | +195.1% | -166.5% | -23.9% |
| 10Y | +161.6% | +794.1% | -632.5% | +14.4% |
| All | +161.6% | +772.0% | -610.4% | +14.4% |
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