+39.9%
IJR vs ACGL
+152.7%
-112.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | -3.6% | -2.2% | -1.5% | -3.1% |
| 3M | +2.3% | +6.3% | -4.0% | +0.2% |
| 6M | +14.3% | +0.5% | +13.8% | +13.6% |
| YTD | +19.3% | +0.2% | +19.1% | +18.4% |
| 1Y | +22.6% | +7.3% | +15.3% | +18.8% |
| 3Y | +53.5% | +30.8% | +22.7% | +35.2% |
| 5Y | +39.9% | +155.8% | -115.8% | -13.9% |
| All | +39.9% | +152.7% | -112.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling