+139.2%
IJR vs ACI
+32.8%
+106.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.9% |
| 30D | +3.8% | +1.2% | +2.6% | +3.6% |
| 3M | -5.7% | +6.8% | -12.5% | -6.6% |
| 6M | +4.6% | -18.7% | +23.4% | +6.7% |
| YTD | +18.0% | -20.2% | +38.2% | +20.2% |
| 1Y | +21.8% | -23.7% | +45.5% | +24.9% |
| 3Y | +61.1% | -31.6% | +92.7% | +66.6% |
| 5Y | +27.3% | -42.8% | +70.1% | +32.8% |
| All | +139.2% | +32.8% | +106.3% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling