+168.1%
IJR vs MTB
+173.8%
-5.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.6% | -4.8% | +0.2% | -2.3% |
| 3M | +0.2% | +6.0% | -5.7% | -2.8% |
| 6M | +14.7% | +19.6% | -4.9% | +4.7% |
| YTD | +18.9% | +21.5% | -2.6% | +7.4% |
| 1Y | +19.9% | +24.7% | -4.8% | +6.9% |
| 3Y | +53.0% | +108.6% | -55.6% | +4.9% |
| 5Y | +40.9% | +106.7% | -65.9% | -7.1% |
| All | +168.1% | +173.8% | -5.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling