+233.7%
IJR vs USFR
+27.6%
+206.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -3.6% | +0.3% | -3.9% | -3.7% |
| 3M | +2.3% | +1.0% | +1.3% | +2.0% |
| 6M | +14.3% | +1.9% | +12.4% | +13.5% |
| YTD | +19.3% | +2.7% | +16.6% | +18.1% |
| 1Y | +22.6% | +4.0% | +18.6% | +20.8% |
| 3Y | +53.5% | +14.0% | +39.5% | +46.2% |
| 5Y | +39.9% | +20.4% | +19.5% | +30.4% |
| 10Y | +172.1% | +28.0% | +144.0% | +148.8% |
| All | +233.7% | +27.6% | +206.1% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling