+24.2%
IJR vs FND
-10.3%
+34.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -0.8% |
| 7D | +2.3% | +12.3% | -10.1% | -0.2% |
| 30D | +2.8% | +14.7% | -11.9% | -0.1% |
| 3M | -4.6% | -12.0% | +7.4% | -2.6% |
| 6M | +5.7% | +10.8% | -5.1% | +2.0% |
| YTD | +19.9% | -12.3% | +32.2% | +19.5% |
| 1Y | +24.2% | -13.4% | +37.6% | +23.9% |
| All | +24.2% | -10.3% | +34.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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