+878.4%
MSFT vs IJR
+172.1%
+706.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -0.8% | -2.2% | +1.4% | +0.5% |
| 30D | +0.8% | -4.6% | +5.4% | +3.7% |
| 3M | +27.2% | +0.2% | +27.0% | +27.0% |
| 6M | +22.9% | +14.7% | +8.2% | +12.6% |
| YTD | +3.1% | +18.9% | -15.7% | -7.8% |
| 1Y | -0.3% | +19.9% | -20.2% | -11.7% |
| 3Y | +50.1% | +53.0% | -2.9% | +10.5% |
| 5Y | +74.6% | +40.9% | +33.8% | +35.2% |
| All | +878.4% | +172.1% | +706.3% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling