+150.3%
IJR vs ACWI
+224.5%
-74.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +2.2% | +2.4% | -0.3% | -0.6% |
| 30D | +3.8% | -1.7% | +5.5% | +5.8% |
| 3M | -5.7% | -3.9% | -1.8% | -1.5% |
| 6M | +4.6% | +0.8% | +3.8% | +3.4% |
| YTD | +18.0% | +11.0% | +6.9% | +4.2% |
| 1Y | +21.8% | +13.1% | +8.7% | +5.4% |
| 3Y | +61.1% | +73.9% | -12.8% | -14.0% |
| 5Y | +27.3% | +59.0% | -31.7% | -24.5% |
| All | +150.3% | +224.5% | -74.2% | -35.3% |
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