+1,346.4%
MU vs IJR
+39.8%
+1,306.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +4.1% |
| 7D | +7.5% | -1.1% | +8.6% | +9.0% |
| 30D | +19.4% | -3.6% | +23.0% | +25.2% |
| 3M | +9.8% | +2.3% | +7.5% | +7.9% |
| 6M | +164.1% | +14.3% | +149.8% | +128.3% |
| YTD | +260.3% | +19.3% | +241.0% | +196.0% |
| 1Y | +661.2% | +22.6% | +638.6% | +510.1% |
| 3Y | +1,380.8% | +53.5% | +1,327.3% | +830.0% |
| 5Y | +1,346.4% | +39.9% | +1,306.4% | +933.1% |
| All | +1,346.4% | +39.8% | +1,306.5% | +933.1% |
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