+39.8%
IJR vs MOH
-19.7%
+59.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | +0.2% | +5.7% | -5.5% | -0.5% |
| 6M | +14.7% | +39.1% | -24.4% | +10.8% |
| YTD | +18.9% | +17.7% | +1.2% | +15.8% |
| 1Y | +19.9% | +8.4% | +11.6% | +17.4% |
| 3Y | +53.0% | -36.6% | +89.6% | +54.4% |
| All | +39.8% | -19.7% | +59.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling