+146.3%
IJR vs ACI
+25.9%
+120.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -2.4% | +5.9% | -8.3% | -3.1% |
| 3M | +3.9% | -19.8% | +23.7% | +6.3% |
| 6M | +12.4% | -24.7% | +37.1% | +15.7% |
| YTD | +21.5% | -24.4% | +45.9% | +24.7% |
| 1Y | +24.0% | -31.5% | +55.5% | +28.9% |
| 3Y | +49.7% | -38.7% | +88.4% | +57.3% |
| 5Y | +39.7% | -42.8% | +82.5% | +45.7% |
| All | +146.3% | +25.9% | +120.4% | +138.0% |
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 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