+5,744.5%
MU vs IJR
+170.6%
+5,573.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -3.9% |
| 7D | +2.0% | -2.3% | +4.3% | +4.9% |
| 30D | +12.5% | -4.7% | +17.2% | +19.2% |
| 3M | +9.6% | +2.1% | +7.5% | +8.1% |
| 6M | +142.6% | +13.9% | +128.7% | +113.0% |
| YTD | +242.7% | +18.2% | +224.4% | +188.6% |
| 1Y | +599.3% | +21.8% | +577.4% | +474.1% |
| 3Y | +1,308.3% | +52.2% | +1,256.1% | +816.9% |
| 5Y | +1,263.7% | +40.1% | +1,223.6% | +885.2% |
| All | +5,744.5% | +170.6% | +5,573.9% | +2,299.3% |
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 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