+1,158.3%
IJR vs ACGL
+6,038.8%
-4,880.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +3.9% | +11.0% | -7.1% | -1.1% |
| 6M | +12.4% | -0.3% | +12.7% | +11.7% |
| YTD | +21.5% | +2.3% | +19.2% | +19.1% |
| 1Y | +24.0% | +6.4% | +17.6% | +19.2% |
| 3Y | +49.7% | +34.0% | +15.7% | +26.6% |
| 5Y | +39.7% | +161.6% | -122.0% | -14.2% |
| 10Y | +169.0% | +278.6% | -109.6% | +38.3% |
| All | +1,158.3% | +6,038.8% | -4,880.5% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling