+640.6%
IJR vs MKTX
+1,442.6%
-802.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.2% | -0.2% | -1.9% | -2.1% |
| 30D | -4.6% | +0.7% | -5.3% | -4.8% |
| 3M | +0.2% | +40.8% | -40.6% | -9.0% |
| 6M | +14.7% | -8.0% | +22.7% | +15.3% |
| YTD | +18.9% | -8.7% | +27.6% | +19.5% |
| 1Y | +19.9% | -11.8% | +31.8% | +21.3% |
| 3Y | +53.0% | -24.0% | +77.1% | +55.8% |
| 5Y | +40.9% | -60.3% | +101.2% | +65.5% |
| 10Y | +171.1% | +5.0% | +166.1% | +130.5% |
| All | +640.6% | +1,442.6% | -802.0% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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