+168.1%
IJR vs FTV
+80.7%
+87.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -2.2% | -4.0% | +1.8% | +0.2% |
| 30D | -4.6% | -11.0% | +6.4% | +2.1% |
| 3M | +0.2% | -8.4% | +8.6% | +4.9% |
| 6M | +14.7% | -2.6% | +17.3% | +15.2% |
| YTD | +18.9% | -0.6% | +19.5% | +16.7% |
| 1Y | +19.9% | +11.0% | +9.0% | +9.7% |
| 3Y | +53.0% | -6.3% | +59.4% | +53.2% |
| 5Y | +40.9% | -1.5% | +42.4% | +34.5% |
| All | +168.1% | +80.7% | +87.4% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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