+4.0%
MMM vs IJR
+21.3%
-17.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.3% |
| 7D | -3.2% | -2.3% | -0.9% | -1.5% |
| 30D | -10.7% | -4.7% | -6.0% | -7.4% |
| 3M | +4.3% | +2.1% | +2.1% | +2.8% |
| 6M | +5.9% | +13.9% | -8.0% | -4.0% |
| YTD | +3.2% | +18.2% | -15.1% | -8.7% |
| All | +4.0% | +21.3% | -17.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling