+74.2%
IJR vs ABCL
-81.9%
+156.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -3.6% | +18.3% | -21.9% | -5.6% |
| 3M | +2.3% | +108.5% | -106.2% | -7.1% |
| 6M | +14.3% | +213.9% | -199.6% | -1.8% |
| YTD | +19.3% | +223.1% | -203.8% | +1.4% |
| 1Y | +22.6% | +160.6% | -138.0% | +5.9% |
| 3Y | +53.5% | +104.3% | -50.7% | +29.9% |
| 5Y | +39.9% | -40.0% | +80.0% | +24.5% |
| All | +74.2% | -81.9% | +156.0% | +60.9% |
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 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