+56.4%
IJR vs ACGL
+32.6%
+23.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -0.2% | -0.7% | +0.6% | -0.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | +3.9% | +11.0% | -7.1% | +1.8% |
| 6M | +12.4% | -0.3% | +12.7% | +12.2% |
| YTD | +21.5% | +2.3% | +19.2% | +20.6% |
| 1Y | +24.0% | +6.4% | +17.6% | +21.9% |
| All | +56.4% | +32.6% | +23.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling