+508.8%
IJR vs FN
+2,887.5%
-2,378.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.6% | -2.1% |
| 7D | -1.9% | 0.0% | -1.8% | -2.5% |
| 30D | +0.4% | -34.3% | +34.7% | +7.6% |
| 3M | -6.6% | -39.9% | +33.3% | +0.9% |
| 6M | -0.3% | -51.8% | +51.6% | +10.4% |
| YTD | +15.5% | -28.1% | +43.6% | +15.3% |
| 1Y | +19.2% | -29.1% | +48.3% | +18.6% |
| 3Y | +54.6% | +102.4% | -47.9% | +15.7% |
| 5Y | +23.8% | +171.7% | -147.9% | -15.7% |
| 10Y | +175.0% | +773.5% | -598.5% | +44.2% |
| All | +508.8% | +2,887.5% | -2,378.7% | +158.0% |
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