+1,135.5%
IJR vs MTB
+986.0%
+149.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | -3.6% | -4.6% | +1.0% | -1.5% |
| 3M | +2.3% | +6.3% | -3.9% | -0.8% |
| 6M | +14.3% | +15.6% | -1.3% | +6.4% |
| YTD | +19.3% | +20.6% | -1.3% | +8.7% |
| 1Y | +22.6% | +22.5% | +0.1% | +10.7% |
| 3Y | +53.5% | +114.4% | -60.9% | +5.2% |
| 5Y | +39.9% | +101.9% | -62.0% | -4.9% |
| 10Y | +172.1% | +170.4% | +1.6% | +50.9% |
| All | +1,135.5% | +986.0% | +149.5% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling