+1,527.5%
META vs IJR
+407.6%
+1,119.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -2.4% | +7.2% | +6.7% |
| 3M | -1.6% | +3.9% | -5.6% | -4.4% |
| 6M | -7.5% | +12.4% | -19.9% | -15.3% |
| YTD | -6.4% | +21.5% | -27.9% | -19.3% |
| 1Y | -17.3% | +24.0% | -41.3% | -30.0% |
| 3Y | +109.9% | +49.7% | +60.2% | +51.3% |
| 5Y | +65.4% | +39.7% | +25.7% | +27.7% |
| 10Y | +391.8% | +169.0% | +222.8% | +123.7% |
| All | +1,527.5% | +407.6% | +1,119.9% | +422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling