+15,819.0%
MA vs IJR
+495.3%
+15,323.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +2.2% | -0.9% | -0.5% |
| 30D | +9.6% | +3.8% | +5.8% | +6.3% |
| 3M | +16.8% | -5.7% | +22.5% | +22.2% |
| 6M | +35.2% | +4.6% | +30.6% | +29.7% |
| YTD | +16.6% | +18.0% | -1.4% | +1.0% |
| 1Y | +19.8% | +21.8% | -2.0% | +1.1% |
| 3Y | +70.7% | +61.1% | +9.6% | +10.4% |
| 5Y | +87.4% | +27.3% | +60.1% | +46.2% |
| 10Y | +570.0% | +154.1% | +415.9% | +178.6% |
| All | +15,819.0% | +495.3% | +15,323.7% | +3,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling