+53.0%
IJR vs FTV
-5.2%
+58.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.2% | -4.0% | +1.8% | -0.2% |
| 30D | -4.6% | -11.0% | +6.4% | +1.1% |
| 3M | +0.2% | -8.4% | +8.6% | +4.1% |
| 6M | +14.7% | -2.6% | +17.3% | +14.8% |
| YTD | +18.9% | -0.6% | +19.5% | +16.5% |
| 1Y | +19.9% | +11.0% | +9.0% | +9.6% |
| 3Y | +53.0% | -6.3% | +59.4% | +50.8% |
| All | +53.0% | -5.2% | +58.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling