-44.0%
ACHR vs IJR
+68.3%
-112.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.6% |
| 7D | -2.3% | -2.2% | -0.1% | +1.1% |
| 30D | -11.3% | -4.6% | -6.7% | -4.4% |
| 3M | +5.3% | +0.2% | +5.1% | +5.1% |
| 6M | -13.2% | +14.7% | -27.9% | -29.0% |
| YTD | -25.8% | +18.9% | -44.7% | -42.1% |
| 1Y | -34.3% | +19.9% | -54.2% | -48.9% |
| 3Y | -19.9% | +53.0% | -73.0% | -52.3% |
| 5Y | -42.7% | +40.9% | -83.5% | -61.5% |
| All | -44.0% | +68.3% | -112.3% | -63.6% |
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