+17.2%
IJR vs MDLN
-7.1%
+24.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.2% | -11.1% | +8.9% | -1.2% |
| 30D | -4.6% | -8.4% | +3.8% | -3.9% |
| 3M | +0.2% | -12.4% | +12.6% | +1.2% |
| 6M | +14.7% | -23.3% | +38.0% | +17.2% |
| YTD | +18.9% | -22.5% | +41.4% | +22.4% |
| All | +17.2% | -7.1% | +24.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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