+2,549.0%
MSFT vs IJR
+1,143.6%
+1,405.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -2.1% |
| 30D | -1.0% | -3.1% | +2.1% | +1.2% |
| 3M | +20.2% | +4.4% | +15.8% | +16.5% |
| 6M | +21.3% | +16.1% | +5.1% | +8.7% |
| YTD | +2.8% | +20.6% | -17.8% | -10.6% |
| 1Y | 0.0% | +22.9% | -22.9% | -14.7% |
| 3Y | +51.2% | +55.2% | -4.0% | +5.8% |
| 5Y | +71.4% | +41.1% | +30.3% | +27.8% |
| 10Y | +868.6% | +167.0% | +701.6% | +323.3% |
| All | +2,549.0% | +1,143.6% | +1,405.4% | +165.7% |
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 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