+53.6%
IJR vs ACM
-22.3%
+75.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.3% |
| 30D | -3.6% | -12.7% | +9.0% | +1.1% |
| 3M | +2.3% | -9.8% | +12.1% | +5.5% |
| 6M | +14.3% | -31.4% | +45.7% | +33.3% |
| YTD | +19.3% | -32.1% | +51.4% | +38.1% |
| 1Y | +22.6% | -47.8% | +70.4% | +63.0% |
| All | +53.6% | -22.3% | +75.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling