+1,131.0%
IJR vs MKSI
+793.3%
+337.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -2.2% | +2.7% | -4.9% | -3.0% |
| 30D | -4.6% | -12.8% | +8.2% | -1.0% |
| 3M | +0.2% | -22.5% | +22.8% | +5.4% |
| 6M | +14.7% | +19.4% | -4.7% | +4.9% |
| YTD | +18.9% | +67.7% | -48.9% | -2.7% |
| 1Y | +19.9% | +131.4% | -111.5% | -12.1% |
| 3Y | +53.0% | +197.3% | -144.3% | -2.6% |
| 5Y | +40.9% | +87.0% | -46.1% | -1.0% |
| 10Y | +171.1% | +522.1% | -351.0% | +23.0% |
| All | +1,131.0% | +793.3% | +337.8% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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