+499.0%
MA vs IJR
+170.6%
+328.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -3.5% | -2.3% | -1.2% | -1.9% |
| 30D | +0.7% | -4.7% | +5.4% | +4.1% |
| 3M | +15.8% | +2.1% | +13.7% | +13.8% |
| 6M | +10.2% | +13.9% | -3.7% | -0.3% |
| YTD | -0.5% | +18.2% | -18.7% | -12.6% |
| 1Y | -1.8% | +21.8% | -23.6% | -15.9% |
| 3Y | +38.7% | +52.2% | -13.4% | -2.8% |
| 5Y | +67.6% | +40.1% | +27.5% | +24.6% |
| All | +499.0% | +170.6% | +328.3% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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