+63.9%
META vs IJR
+40.3%
+23.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | +6.0% | +0.9% | +5.1% | +5.2% |
| 30D | +3.6% | -3.1% | +6.8% | +6.7% |
| 3M | +4.9% | +4.4% | +0.5% | +0.7% |
| 6M | -4.7% | +16.1% | -20.8% | -17.2% |
| YTD | -6.9% | +20.6% | -27.5% | -22.1% |
| 1Y | -18.2% | +22.9% | -41.0% | -33.0% |
| 3Y | +107.8% | +55.2% | +52.5% | +27.1% |
| 5Y | +63.9% | +41.1% | +22.8% | +14.2% |
| All | +63.9% | +40.3% | +23.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling