+1,158.3%
IJR vs MSI
+508.3%
+650.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -0.2% | -3.7% | +3.5% | +1.0% |
| 30D | -2.4% | +6.8% | -9.2% | -4.7% |
| 3M | +3.9% | +14.3% | -10.4% | -0.9% |
| 6M | +12.4% | -1.6% | +14.0% | +12.1% |
| YTD | +21.5% | +22.8% | -1.3% | +12.4% |
| 1Y | +24.0% | -1.1% | +25.1% | +22.8% |
| 3Y | +49.7% | +70.5% | -20.8% | +23.0% |
| 5Y | +39.7% | +102.8% | -63.1% | +7.7% |
| 10Y | +169.0% | +597.4% | -428.4% | +40.3% |
| All | +1,158.3% | +508.3% | +650.0% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling