+168.1%
IJR vs ACM
+134.0%
+34.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -2.2% | -4.6% | +2.4% | +0.1% |
| 30D | -4.6% | +4.1% | -8.7% | -6.9% |
| 3M | +0.2% | -8.3% | +8.5% | +3.2% |
| 6M | +14.7% | -30.1% | +44.8% | +35.0% |
| YTD | +18.9% | -32.6% | +51.5% | +41.2% |
| 1Y | +19.9% | -49.6% | +69.5% | +65.4% |
| 3Y | +53.0% | -23.0% | +76.1% | +65.7% |
| 5Y | +40.9% | +2.0% | +38.9% | +29.7% |
| All | +168.1% | +134.0% | +34.1% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling