+461.7%
IJR vs MSCI
+3,197.7%
-2,735.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | +3.5% | +16.5% | -12.9% | -2.5% |
| 3M | -3.8% | +18.2% | -21.9% | -10.0% |
| 6M | +4.3% | +14.0% | -9.7% | -2.0% |
| YTD | +19.4% | +16.6% | +2.8% | +10.2% |
| 1Y | +20.5% | +14.8% | +5.7% | +11.9% |
| 3Y | +63.0% | +33.3% | +29.8% | +39.3% |
| 5Y | +28.6% | +9.1% | +19.5% | +15.7% |
| 10Y | +157.2% | +820.4% | -663.2% | -6.3% |
| All | +461.7% | +3,197.7% | -2,735.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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