+1,126.8%
IJR vs MLM
+1,321.7%
-194.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | +2.6% | +10.4% | -7.8% | -1.8% |
| 3M | -4.3% | -3.7% | -0.6% | -3.0% |
| 6M | +2.7% | -10.3% | +13.0% | +6.6% |
| YTD | +18.5% | -14.8% | +33.3% | +25.1% |
| 1Y | +20.1% | -13.9% | +33.9% | +26.2% |
| 3Y | +61.7% | +18.4% | +43.4% | +46.8% |
| 5Y | +28.5% | +31.8% | -3.3% | +9.7% |
| 10Y | +161.6% | +143.4% | +18.1% | +61.3% |
| All | +1,126.8% | +1,321.7% | -194.9% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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