+19.2%
IJR vs FN
-21.9%
+41.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | +2.3% | +20.8% | -18.5% | +0.7% |
| 30D | +2.2% | -17.3% | +19.5% | +3.4% |
| 3M | -5.3% | -38.1% | +32.8% | -2.1% |
| 6M | +4.3% | -44.2% | +48.5% | +7.9% |
| YTD | +18.0% | -22.3% | +40.3% | +15.7% |
| 1Y | +19.2% | -20.9% | +40.1% | +15.6% |
| All | +19.2% | -21.9% | +41.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling