+432.8%
IJR vs ACM
+228.1%
+204.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -3.1% | -12.9% | +9.8% | +2.2% |
| 3M | +4.4% | -6.4% | +10.8% | +6.2% |
| 6M | +16.1% | -29.2% | +45.3% | +33.1% |
| YTD | +20.6% | -29.9% | +50.5% | +37.8% |
| 1Y | +22.9% | -47.3% | +70.1% | +58.7% |
| 3Y | +55.2% | -19.6% | +74.8% | +64.7% |
| 5Y | +41.1% | +5.5% | +35.6% | +31.6% |
| 10Y | +167.0% | +129.7% | +37.3% | +69.9% |
| All | +432.8% | +228.1% | +204.7% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling