+72.9%
IJR vs ABCL
-79.6%
+152.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | +2.6% | -0.7% | +3.3% | +2.4% |
| 3M | -4.3% | +33.4% | -37.7% | -8.0% |
| 6M | +2.7% | +137.8% | -135.1% | -9.0% |
| YTD | +18.5% | +264.3% | -245.9% | -1.1% |
| 1Y | +20.1% | +209.2% | -189.1% | +2.0% |
| 3Y | +61.7% | +208.4% | -146.7% | +31.0% |
| 5Y | +28.5% | -11.9% | +40.4% | +11.8% |
| All | +72.9% | -79.6% | +152.5% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling