+1,513.2%
MU vs IJR
+1,153.0%
+360.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.6% |
| 7D | +9.0% | -0.2% | +9.1% | +9.2% |
| 30D | +13.8% | -2.4% | +16.2% | +17.7% |
| 3M | +2.1% | +3.9% | -1.9% | -1.5% |
| 6M | +153.8% | +12.4% | +141.4% | +122.5% |
| YTD | +256.4% | +21.5% | +234.9% | +182.2% |
| 1Y | +719.8% | +24.0% | +695.8% | +537.6% |
| 3Y | +1,360.4% | +49.7% | +1,310.7% | +794.4% |
| 5Y | +1,312.4% | +39.7% | +1,272.7% | +850.5% |
| 10Y | +6,142.6% | +169.0% | +5,973.6% | +1,588.2% |
| All | +1,513.2% | +1,153.0% | +360.2% | -52.0% |
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