+24.0%
IJR vs ABCL
+186.8%
-162.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -2.4% | +93.1% | -95.5% | -8.0% |
| 3M | +3.9% | +79.4% | -75.5% | -2.0% |
| 6M | +12.4% | +214.9% | -202.5% | -1.2% |
| YTD | +21.5% | +234.2% | -212.7% | +5.2% |
| 1Y | +24.0% | +174.8% | -150.8% | +9.9% |
| All | +24.0% | +186.8% | -162.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling