+40.1%
IJR vs ACM
-0.5%
+40.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -2.3% | -5.9% | +3.6% | +0.5% |
| 30D | -4.7% | -6.2% | +1.5% | -2.4% |
| 3M | +2.1% | -7.9% | +10.0% | +4.7% |
| 6M | +13.9% | -30.6% | +44.5% | +34.3% |
| YTD | +18.2% | -33.3% | +51.5% | +40.8% |
| 1Y | +21.8% | -49.2% | +71.0% | +68.6% |
| 3Y | +52.2% | -23.5% | +75.6% | +60.9% |
| 5Y | +40.1% | +0.9% | +39.2% | +26.8% |
| All | +40.1% | -0.5% | +40.6% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling