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  • META vs IJR✓SelectedUSD · IJRMETA vs IJR performance historyLatest closeAs of+6.55%09/09
Stock and ETF performance explorer

META vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+418.8%
IJR return
+165.8%
Excess return
+253.1%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D+6.6%-1.1%+7.6%+7.3%
7D+10.3%-1.1%+11.4%+11.1%
30D+9.9%-3.6%+13.5%+12.9%
3M+11.9%+2.3%+9.6%+10.0%
6M+1.2%+14.3%-13.2%-8.5%
YTD-0.8%+19.3%-20.1%-13.1%
1Y-14.3%+22.6%-37.0%-26.6%
3Y+121.4%+53.5%+67.8%+57.5%
5Y+74.5%+39.9%+34.5%+35.0%
10Y+418.8%+172.1%+246.8%+171.6%
All+418.8%+165.8%+253.1%+171.6%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IJR 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling