+188.2%
IJR vs FTV
+87.0%
+101.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.4% |
| 30D | -3.6% | -9.5% | +5.9% | +2.1% |
| 3M | +2.3% | -10.9% | +13.2% | +8.8% |
| 6M | +14.3% | -0.6% | +15.0% | +13.5% |
| YTD | +19.3% | +1.4% | +17.9% | +15.8% |
| 1Y | +22.6% | +17.6% | +5.0% | +8.4% |
| 3Y | +53.5% | -3.3% | +56.8% | +50.9% |
| 5Y | +39.9% | -0.1% | +40.1% | +32.6% |
| 10Y | +172.1% | +82.5% | +89.6% | +87.9% |
| All | +188.2% | +87.0% | +101.2% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling