+39.8%
IJR vs IFF
-35.8%
+75.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -2.2% | -3.2% | +1.0% | -1.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +0.2% | +8.4% | -8.2% | -2.7% |
| 6M | +14.7% | +23.0% | -8.3% | +6.0% |
| YTD | +18.9% | +25.5% | -6.6% | +8.5% |
| 1Y | +19.9% | +29.1% | -9.1% | +8.1% |
| 3Y | +53.0% | +31.7% | +21.4% | +33.9% |
| All | +39.8% | -35.8% | +75.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling