+540.5%
IJR vs FN
+3,620.5%
-3,080.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | -0.2% |
| 7D | -0.2% | -1.7% | +1.5% | +0.1% |
| 30D | -2.4% | -22.0% | +19.6% | +1.6% |
| 3M | +3.9% | -43.0% | +46.9% | +13.8% |
| 6M | +12.4% | -27.7% | +40.1% | +15.3% |
| YTD | +21.5% | -10.5% | +32.0% | +18.0% |
| 1Y | +24.0% | +12.5% | +11.5% | +13.7% |
| 3Y | +49.7% | +153.8% | -104.1% | +8.7% |
| 5Y | +39.7% | +288.0% | -248.3% | -10.3% |
| 10Y | +169.0% | +906.4% | -737.4% | +38.7% |
| All | +540.5% | +3,620.5% | -3,080.0% | +164.0% |
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