-42.3%
ACN vs IJR
+51.3%
-93.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -7.9% | -2.3% | -5.6% | -6.8% |
| 30D | -1.1% | -4.7% | +3.6% | +1.3% |
| 3M | +5.6% | +2.1% | +3.5% | +4.0% |
| 6M | -9.9% | +13.9% | -23.8% | -16.6% |
| YTD | -32.3% | +18.2% | -50.6% | -38.4% |
| 1Y | -25.3% | +21.8% | -47.1% | -33.2% |
| All | -42.3% | +51.3% | -93.6% | -55.0% |
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 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