+1,122.0%
IJR vs ACGL
+6,735.9%
-5,613.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +2.2% | +12.8% | -10.6% | -2.9% |
| 3M | -5.3% | +12.3% | -17.6% | -10.0% |
| 6M | +4.3% | +15.8% | -11.6% | -2.8% |
| YTD | +18.0% | +13.9% | +4.1% | +10.3% |
| 1Y | +19.2% | +19.0% | +0.2% | +9.4% |
| 3Y | +61.1% | +33.7% | +27.4% | +36.9% |
| 5Y | +27.3% | +173.4% | -146.0% | -23.1% |
| 10Y | +154.1% | +324.9% | -170.7% | +24.3% |
| All | +1,122.0% | +6,735.9% | -5,613.9% | +251.2% |
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