+455.0%
IJR vs MSCI
+3,191.3%
-2,736.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.0% |
| 30D | +3.8% | +17.8% | -13.9% | -2.6% |
| 3M | -5.7% | +15.2% | -20.9% | -11.0% |
| 6M | +4.6% | +16.5% | -11.8% | -2.5% |
| YTD | +18.0% | +16.4% | +1.6% | +9.0% |
| 1Y | +21.8% | +16.8% | +5.0% | +12.3% |
| 3Y | +61.1% | +35.8% | +25.3% | +36.7% |
| 5Y | +27.3% | +7.0% | +20.4% | +15.5% |
| 10Y | +154.1% | +818.6% | -664.5% | -7.4% |
| All | +455.0% | +3,191.3% | -2,736.3% | +11.8% |
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