+168.1%
IJR vs USFR
+28.1%
+140.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -4.6% | +0.4% | -5.0% | -4.9% |
| 3M | +0.2% | +1.0% | -0.8% | -0.7% |
| 6M | +14.7% | +2.0% | +12.7% | +12.8% |
| YTD | +18.9% | +2.8% | +16.1% | +16.0% |
| 1Y | +19.9% | +4.1% | +15.9% | +15.6% |
| 3Y | +53.0% | +14.1% | +38.9% | +35.2% |
| 5Y | +40.9% | +20.6% | +20.3% | +17.0% |
| All | +168.1% | +28.1% | +140.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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