+45.3%
MO vs IJR
+24.2%
+21.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.6% |
| 7D | +6.9% | +2.3% | +4.6% | +7.2% |
| 30D | +14.9% | +2.8% | +12.1% | +15.4% |
| 3M | +16.4% | -4.6% | +21.1% | +15.5% |
| 6M | +9.6% | +5.7% | +3.9% | +10.2% |
| YTD | +41.8% | +19.9% | +21.9% | +42.8% |
| 1Y | +45.3% | +24.2% | +21.2% | +45.7% |
| All | +45.3% | +24.2% | +21.1% | +45.7% |
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