+72.2%
IJR vs ABCL
-81.2%
+153.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +2.2% | -3.3% | +5.4% | +2.5% |
| 30D | +3.8% | -7.1% | +11.0% | +4.3% |
| 3M | -5.7% | +4.7% | -10.5% | -7.0% |
| 6M | +4.6% | +140.9% | -136.2% | -7.5% |
| YTD | +18.0% | +236.0% | -218.0% | -0.7% |
| 1Y | +21.8% | +217.4% | -195.6% | +3.1% |
| 3Y | +61.1% | +188.7% | -127.6% | +31.3% |
| 5Y | +27.3% | -23.5% | +50.8% | +11.8% |
| All | +72.2% | -81.2% | +153.4% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling