+77.4%
IJR vs ABCL
-81.3%
+158.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | +3.9% | +79.4% | -75.5% | -4.0% |
| 6M | +12.4% | +214.9% | -202.5% | -3.4% |
| YTD | +21.5% | +234.2% | -212.7% | +2.9% |
| 1Y | +24.0% | +174.8% | -150.8% | +6.5% |
| 3Y | +49.7% | +104.5% | -54.8% | +26.6% |
| 5Y | +39.7% | -39.0% | +78.7% | +23.9% |
| All | +77.4% | -81.3% | +158.6% | +63.4% |
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