+436.8%
IJR vs ACM
+230.8%
+206.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -0.2% | -3.7% | +3.6% | +1.5% |
| 30D | -2.4% | -11.1% | +8.7% | +2.0% |
| 3M | +3.9% | -8.0% | +11.9% | +6.6% |
| 6M | +12.4% | -29.7% | +42.0% | +29.2% |
| YTD | +21.5% | -29.4% | +50.9% | +38.3% |
| 1Y | +24.0% | -46.4% | +70.4% | +59.0% |
| 3Y | +49.7% | -22.3% | +72.0% | +61.3% |
| 5Y | +39.7% | +4.5% | +35.2% | +30.8% |
| 10Y | +169.0% | +127.6% | +41.4% | +71.8% |
| All | +436.8% | +230.8% | +206.0% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling