+447.1%
META vs IJR
+151.4%
+295.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.1% |
| 7D | +3.1% | +2.3% | +0.8% | +1.4% |
| 30D | -18.2% | +2.2% | -20.4% | -19.5% |
| 3M | +7.8% | -5.3% | +13.1% | +12.2% |
| 6M | +3.6% | +4.3% | -0.7% | +0.3% |
| YTD | -5.3% | +18.0% | -23.3% | -16.4% |
| 1Y | +2.7% | +19.2% | -16.5% | -10.2% |
| 3Y | +91.5% | +61.1% | +30.4% | +31.0% |
| 5Y | +84.7% | +27.3% | +57.3% | +51.2% |
| All | +447.1% | +151.4% | +295.7% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling