+4,407.5%
MU vs IJR
+151.4%
+4,256.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +2.2% | +10.6% | +10.2% |
| 30D | -14.9% | +3.8% | -18.7% | -18.0% |
| 3M | -18.0% | -5.7% | -12.3% | -11.6% |
| 6M | -3.1% | +4.6% | -7.8% | -6.1% |
| YTD | +172.9% | +18.0% | +154.9% | +131.6% |
| 1Y | +228.8% | +21.8% | +207.0% | +169.9% |
| 3Y | +950.8% | +61.1% | +889.8% | +547.3% |
| 5Y | +931.3% | +27.3% | +903.9% | +731.4% |
| All | +4,407.5% | +151.4% | +4,256.1% | +1,696.9% |
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