+425.7%
META vs IJR
+177.1%
+248.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.2% | +2.9% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | -10.8% | +3.0% | -13.8% | -12.7% |
| 3M | +8.4% | -4.5% | +12.9% | +12.1% |
| 6M | +5.4% | +3.1% | +2.3% | +2.9% |
| YTD | -2.6% | +18.9% | -21.5% | -14.5% |
| 1Y | +3.5% | +21.7% | -18.2% | -10.8% |
| 3Y | +102.0% | +64.0% | +38.0% | +36.7% |
| 5Y | +93.1% | +27.6% | +65.5% | +57.9% |
| 10Y | +425.7% | +167.5% | +258.2% | +192.9% |
| All | +425.7% | +177.1% | +248.6% | +192.9% |
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