+1,158.3%
IJR vs MLM
+1,285.5%
-127.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | -2.4% | -6.8% | +4.4% | +0.5% |
| 3M | +3.9% | -11.2% | +15.2% | +8.7% |
| 6M | +12.4% | -21.8% | +34.2% | +24.0% |
| YTD | +21.5% | -17.0% | +38.5% | +30.0% |
| 1Y | +24.0% | -16.4% | +40.3% | +32.1% |
| 3Y | +49.7% | +14.5% | +35.2% | +37.8% |
| 5Y | +39.7% | +41.7% | -2.1% | +15.5% |
| 10Y | +169.0% | +200.0% | -31.0% | +51.6% |
| All | +1,158.3% | +1,285.5% | -127.2% | +201.6% |
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