+957.6%
IJR vs FTI
+2,107.5%
-1,149.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | -3.6% | +5.0% | -8.7% | -5.1% |
| 3M | +2.3% | +13.8% | -11.5% | -2.2% |
| 6M | +14.3% | +22.9% | -8.5% | +6.2% |
| YTD | +19.3% | +75.0% | -55.7% | -0.7% |
| 1Y | +22.6% | +96.9% | -74.3% | -2.0% |
| 3Y | +53.5% | +276.7% | -223.2% | -2.7% |
| 5Y | +39.9% | +1,157.0% | -1,117.1% | -43.2% |
| 10Y | +172.1% | +310.7% | -138.6% | +33.1% |
| All | +957.6% | +2,107.5% | -1,149.9% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling