-14.3%
META vs IJR
+21.8%
-36.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.6% | +7.3% |
| 7D | +10.3% | -1.1% | +11.4% | +11.0% |
| 30D | +9.9% | -3.6% | +13.5% | +12.7% |
| 3M | +11.9% | +2.3% | +9.6% | +10.1% |
| 6M | +1.2% | +14.3% | -13.2% | -8.8% |
| YTD | -0.8% | +19.3% | -20.1% | -12.7% |
| 1Y | -14.3% | +22.6% | -37.0% | -26.1% |
| All | -14.3% | +21.8% | -36.2% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling