+17.5%
IJR vs MRSH
+17.6%
-0.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.8% |
| 7D | -3.2% | +6.3% | -9.5% | -3.2% |
| 30D | -1.0% | +21.9% | -22.9% | -1.0% |
| 3M | -7.4% | +9.4% | -16.7% | -7.5% |
| 6M | +0.2% | +25.9% | -25.7% | +0.1% |
| YTD | +15.3% | +14.7% | +0.7% | +16.0% |
| 1Y | +17.5% | +19.3% | -1.8% | +16.4% |
| All | +17.5% | +17.6% | -0.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling