+61.1%
IJR vs ACM
-9.1%
+70.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.2% | +5.6% | -3.5% | +0.1% |
| 30D | +3.8% | +20.8% | -17.0% | -3.2% |
| 3M | -5.7% | +11.4% | -17.2% | -9.8% |
| 6M | +4.6% | +0.9% | +3.7% | +3.1% |
| YTD | +18.0% | -24.8% | +42.8% | +31.1% |
| 1Y | +21.8% | -46.4% | +68.2% | +63.6% |
| 3Y | +61.1% | -9.2% | +70.3% | +48.1% |
| All | +61.1% | -9.1% | +70.2% | +48.1% |
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