+421.2%
IJR vs ACM
+252.1%
+169.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +2.2% | +5.6% | -3.5% | -0.3% |
| 30D | +3.8% | +20.8% | -17.0% | -4.6% |
| 3M | -5.7% | +11.4% | -17.2% | -10.7% |
| 6M | +4.6% | +0.9% | +3.7% | +2.5% |
| YTD | +18.0% | -24.8% | +42.8% | +30.3% |
| 1Y | +21.8% | -46.4% | +68.2% | +56.1% |
| 3Y | +61.1% | -9.2% | +70.3% | +61.5% |
| 5Y | +27.3% | +5.0% | +22.4% | +19.0% |
| 10Y | +154.1% | +130.6% | +23.5% | +61.1% |
| All | +421.2% | +252.1% | +169.1% | +145.5% |
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 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