+17.7%
IJR vs MULL
+2,337.2%
-2,319.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -2.2% | -8.4% | +6.3% | -1.6% |
| 30D | -4.6% | +9.7% | -14.3% | -5.5% |
| 3M | +0.2% | -26.8% | +27.0% | -0.7% |
| 6M | +14.7% | +220.7% | -206.0% | -3.1% |
| YTD | +18.9% | +509.0% | -490.2% | -7.7% |
| 1Y | +19.9% | +1,739.5% | -1,719.6% | -19.9% |
| All | +17.7% | +2,337.2% | -2,319.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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