+168.1%
IJR vs MCO
+393.6%
-225.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -2.2% | -3.8% | +1.6% | -0.3% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +0.2% | +7.7% | -7.5% | -4.1% |
| 6M | +14.7% | +7.0% | +7.7% | +9.6% |
| YTD | +18.9% | -6.4% | +25.3% | +20.6% |
| 1Y | +19.9% | -7.6% | +27.6% | +22.0% |
| 3Y | +53.0% | +43.2% | +9.8% | +22.1% |
| 5Y | +40.9% | +29.6% | +11.3% | +15.4% |
| All | +168.1% | +393.6% | -225.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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