+131.6%
IJR vs FND
+57.3%
+74.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -3.6% | -19.6% | +16.0% | +2.2% |
| 3M | +2.3% | -4.3% | +6.7% | +2.6% |
| 6M | +14.3% | -20.4% | +34.8% | +19.8% |
| YTD | +19.3% | -21.9% | +41.1% | +24.9% |
| 1Y | +22.6% | -45.2% | +67.8% | +41.4% |
| 3Y | +53.5% | -49.2% | +102.8% | +74.8% |
| 5Y | +39.9% | -61.8% | +101.7% | +63.8% |
| All | +131.6% | +57.3% | +74.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling