+61.1%
IJR vs ACI
-31.5%
+92.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +2.2% | +2.3% | -0.1% | +2.0% |
| 30D | +3.8% | +1.2% | +2.6% | +3.7% |
| 3M | -5.7% | +6.8% | -12.5% | -6.2% |
| 6M | +4.6% | -18.7% | +23.4% | +6.2% |
| YTD | +18.0% | -20.2% | +38.2% | +19.5% |
| 1Y | +21.8% | -23.7% | +45.5% | +24.3% |
| 3Y | +61.1% | -31.6% | +92.7% | +65.0% |
| All | +61.1% | -31.5% | +92.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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