+35.1%
IJR vs MNDY
-50.8%
+85.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.4% |
| 7D | -2.3% | -12.5% | +10.2% | -1.0% |
| 30D | -4.7% | -2.6% | -2.1% | -4.7% |
| 3M | +2.1% | +4.2% | -2.1% | +1.0% |
| 6M | +13.9% | +9.8% | +4.1% | +11.2% |
| YTD | +18.2% | -42.3% | +60.5% | +23.7% |
| 1Y | +21.8% | -54.5% | +76.4% | +30.5% |
| 3Y | +52.2% | -50.3% | +102.4% | +56.6% |
| 5Y | +40.1% | -77.1% | +117.2% | +38.1% |
| All | +35.1% | -50.8% | +85.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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