+526.8%
IJR vs FN
+3,241.9%
-2,715.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | +0.7% |
| 7D | +0.2% | +16.3% | -16.1% | -3.3% |
| 30D | +3.0% | -24.7% | +27.8% | +7.5% |
| 3M | -4.5% | -34.9% | +30.4% | +1.5% |
| 6M | +3.1% | -41.1% | +44.2% | +9.8% |
| YTD | +18.9% | -19.6% | +38.5% | +16.1% |
| 1Y | +21.7% | -18.5% | +40.2% | +17.8% |
| 3Y | +64.0% | +119.1% | -55.1% | +21.1% |
| 5Y | +27.6% | +206.9% | -179.3% | -15.2% |
| 10Y | +167.5% | +826.4% | -658.9% | +38.4% |
| All | +526.8% | +3,241.9% | -2,715.1% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling