+168.1%
IJR vs FTI
+305.3%
-137.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -2.2% | -4.4% | +2.2% | -1.0% |
| 30D | -4.6% | +1.5% | -6.1% | -5.0% |
| 3M | +0.2% | +8.2% | -8.0% | -2.3% |
| 6M | +14.7% | +18.8% | -4.1% | +8.5% |
| YTD | +18.9% | +71.7% | -52.8% | +1.7% |
| 1Y | +19.9% | +90.0% | -70.1% | -0.5% |
| 3Y | +53.0% | +270.5% | -217.5% | +3.3% |
| 5Y | +40.9% | +1,084.5% | -1,043.7% | -34.8% |
| All | +168.1% | +305.3% | -137.2% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling