+1,131.0%
IJR vs IFF
+358.0%
+773.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | -2.2% | -3.2% | +1.0% | -0.8% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +0.2% | +8.4% | -8.2% | -4.0% |
| 6M | +14.7% | +23.0% | -8.3% | +2.3% |
| YTD | +18.9% | +25.5% | -6.6% | +4.4% |
| 1Y | +19.9% | +29.1% | -9.1% | +3.6% |
| 3Y | +53.0% | +31.7% | +21.4% | +27.4% |
| 5Y | +40.9% | -35.2% | +76.1% | +56.4% |
| 10Y | +171.1% | -20.7% | +191.8% | +156.2% |
| All | +1,131.0% | +358.0% | +773.1% | +410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling