+73.5%
MSFT vs IJR
+38.0%
+35.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.7% |
| 7D | -3.5% | -2.3% | -1.1% | -2.2% |
| 30D | -2.1% | -4.7% | +2.6% | +0.6% |
| 3M | +24.2% | +2.1% | +22.0% | +22.6% |
| 6M | +21.9% | +13.9% | +8.0% | +12.8% |
| YTD | +2.5% | +18.2% | -15.8% | -7.5% |
| 1Y | -0.8% | +21.8% | -22.6% | -12.4% |
| 3Y | +50.8% | +52.2% | -1.4% | +10.9% |
| 5Y | +73.5% | +40.1% | +33.4% | +34.3% |
| All | +73.5% | +38.0% | +35.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling