+2,454.1%
MAR vs IJR
+1,130.2%
+1,323.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.9% |
| 7D | -0.5% | -1.1% | +0.6% | +0.6% |
| 30D | -4.7% | -3.6% | -1.0% | -1.2% |
| 3M | -15.6% | +2.3% | -17.9% | -17.8% |
| 6M | +1.2% | +14.3% | -13.1% | -11.4% |
| YTD | +7.5% | +19.3% | -11.8% | -9.7% |
| 1Y | +26.6% | +22.6% | +4.0% | +3.3% |
| 3Y | +66.0% | +53.5% | +12.4% | +7.0% |
| 5Y | +154.1% | +39.9% | +114.2% | +78.8% |
| 10Y | +441.9% | +172.1% | +269.8% | +97.4% |
| All | +2,454.1% | +1,130.2% | +1,323.8% | +135.9% |
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