+172.1%
IJR vs ACWI
+226.5%
-54.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.6% | -0.6% | -3.0% | -3.0% |
| 3M | +2.3% | +4.3% | -1.9% | -2.5% |
| 6M | +14.3% | +12.7% | +1.7% | -0.5% |
| YTD | +19.3% | +13.9% | +5.4% | +2.5% |
| 1Y | +22.6% | +20.5% | +2.1% | -1.1% |
| 3Y | +53.5% | +76.5% | -23.0% | -19.2% |
| 5Y | +39.9% | +67.5% | -27.6% | -21.7% |
| 10Y | +172.1% | +231.8% | -59.8% | -29.6% |
| All | +172.1% | +226.5% | -54.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling