-19.9%
ACHR vs IJR
+52.1%
-72.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.4% |
| 7D | -2.3% | -2.2% | -0.1% | +1.8% |
| 30D | -11.3% | -4.6% | -6.7% | -3.0% |
| 3M | +5.3% | +0.2% | +5.1% | +4.9% |
| 6M | -13.2% | +14.7% | -27.9% | -32.3% |
| YTD | -25.8% | +18.9% | -44.7% | -45.4% |
| 1Y | -34.3% | +19.9% | -54.2% | -52.0% |
| 3Y | -19.9% | +53.0% | -73.0% | -63.3% |
| All | -19.9% | +52.1% | -72.0% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling