+40.1%
IJR vs MSI
+100.4%
-60.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.3% | -1.8% | -0.6% | -1.7% |
| 30D | -4.7% | -0.6% | -4.1% | -4.6% |
| 3M | +2.1% | +13.0% | -10.9% | -2.9% |
| 6M | +13.9% | +0.5% | +13.3% | +12.9% |
| YTD | +18.2% | +21.7% | -3.5% | +7.7% |
| 1Y | +21.8% | -2.6% | +24.4% | +22.1% |
| 3Y | +52.2% | +69.7% | -17.5% | +13.8% |
| 5Y | +40.1% | +102.8% | -62.7% | -6.9% |
| All | +40.1% | +100.4% | -60.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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