+172.1%
IJR vs ACGL
+270.1%
-98.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | -3.6% | -2.2% | -1.5% | -2.7% |
| 3M | +2.3% | +6.3% | -4.0% | -1.1% |
| 6M | +14.3% | +0.5% | +13.8% | +13.1% |
| YTD | +19.3% | +0.2% | +19.1% | +17.7% |
| 1Y | +22.6% | +7.3% | +15.3% | +16.6% |
| 3Y | +53.5% | +30.8% | +22.7% | +26.8% |
| 5Y | +39.9% | +155.8% | -115.8% | -23.6% |
| 10Y | +172.1% | +276.3% | -104.3% | +17.8% |
| All | +172.1% | +270.1% | -98.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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