+24.2%
IJR vs FTI
+57.1%
-32.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.6% |
| 7D | +2.3% | -9.7% | +11.9% | +3.1% |
| 30D | +2.8% | -8.2% | +11.0% | +3.5% |
| 3M | -4.6% | -7.8% | +3.2% | -4.0% |
| 6M | +5.7% | -13.4% | +19.1% | +7.5% |
| YTD | +19.9% | +45.1% | -25.1% | +3.4% |
| 1Y | +24.2% | +54.6% | -30.4% | +2.1% |
| All | +24.2% | +57.1% | -32.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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