+39.8%
IJR vs FND
-63.3%
+103.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.2% | -5.8% | +3.6% | -0.5% |
| 30D | -4.6% | -20.2% | +15.6% | +1.6% |
| 3M | +0.2% | -12.0% | +12.2% | +3.0% |
| 6M | +14.7% | -18.5% | +33.2% | +19.5% |
| YTD | +18.9% | -22.3% | +41.1% | +24.8% |
| 1Y | +19.9% | -47.6% | +67.6% | +41.6% |
| 3Y | +53.0% | -49.8% | +102.8% | +75.4% |
| All | +39.8% | -63.3% | +103.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling