+4,961.0%
MO vs IJR
+1,125.8%
+3,835.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | +7.1% | -4.6% | +11.7% | +8.8% |
| 3M | -2.0% | +0.2% | -2.2% | -2.2% |
| 6M | +7.3% | +14.7% | -7.4% | +2.1% |
| YTD | +23.5% | +18.9% | +4.6% | +15.9% |
| 1Y | +11.0% | +19.9% | -8.9% | +3.6% |
| 3Y | +95.0% | +53.0% | +42.0% | +63.9% |
| 5Y | +100.6% | +40.9% | +59.8% | +71.4% |
| 10Y | +114.5% | +171.1% | -56.5% | +42.4% |
| All | +4,961.0% | +1,125.8% | +3,835.2% | +2,341.1% |
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 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