+1,124.6%
IJR vs MCO
+5,073.3%
-3,948.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -2.3% | -7.3% | +5.0% | +0.8% |
| 30D | -4.7% | -1.7% | -3.0% | -4.1% |
| 3M | +2.1% | +3.9% | -1.8% | -0.1% |
| 6M | +13.9% | +3.8% | +10.1% | +11.1% |
| YTD | +18.2% | -7.9% | +26.1% | +20.5% |
| 1Y | +21.8% | -6.8% | +28.7% | +23.1% |
| 3Y | +52.2% | +40.9% | +11.2% | +28.2% |
| 5Y | +40.1% | +27.5% | +12.6% | +21.1% |
| 10Y | +169.7% | +381.4% | -211.8% | +32.5% |
| All | +1,124.6% | +5,073.3% | -3,948.7% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling