+493.2%
IJR vs MXL
+286.3%
+206.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.4% |
| 7D | -2.3% | +16.6% | -19.0% | -4.9% |
| 30D | -4.7% | +0.5% | -5.2% | -5.4% |
| 3M | +2.1% | -3.6% | +5.8% | -1.4% |
| 6M | +13.9% | +328.0% | -314.2% | -23.4% |
| YTD | +18.2% | +297.8% | -279.6% | -19.7% |
| 1Y | +21.8% | +339.4% | -317.6% | -19.8% |
| 3Y | +52.2% | +201.7% | -149.6% | -3.1% |
| 5Y | +40.1% | +32.8% | +7.4% | +0.6% |
| 10Y | +169.7% | +274.8% | -105.2% | +39.0% |
| All | +493.2% | +286.3% | +206.9% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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