+150.3%
IJR vs ACGL
+324.4%
-174.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | +2.2% | 0.0% | +1.2% |
| 30D | +3.8% | +12.3% | -8.5% | -1.7% |
| 3M | -5.7% | +11.8% | -17.6% | -10.8% |
| 6M | +4.6% | +17.5% | -12.8% | -3.8% |
| YTD | +18.0% | +14.3% | +3.7% | +9.3% |
| 1Y | +21.8% | +18.2% | +3.6% | +10.9% |
| 3Y | +61.1% | +33.2% | +27.9% | +33.4% |
| 5Y | +27.3% | +174.3% | -147.0% | -32.4% |
| All | +150.3% | +324.4% | -174.1% | +2.1% |
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