+1,131.0%
IJR vs MKC
+971.4%
+159.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | -4.6% | -3.1% | -1.5% | -3.6% |
| 3M | +0.2% | +5.2% | -5.0% | -2.3% |
| 6M | +14.7% | -12.8% | +27.5% | +19.6% |
| YTD | +18.9% | -23.3% | +42.2% | +29.6% |
| 1Y | +19.9% | -24.1% | +44.1% | +30.8% |
| 3Y | +53.0% | -32.1% | +85.1% | +71.4% |
| 5Y | +40.9% | -32.8% | +73.7% | +54.8% |
| 10Y | +171.1% | +29.9% | +141.2% | +107.9% |
| All | +1,131.0% | +971.4% | +159.6% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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