+512.6%
IJR vs ACWI
+339.1%
+173.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | +2.6% | -3.3% | +5.9% | +6.2% |
| 3M | -4.3% | -3.4% | -0.9% | -0.9% |
| 6M | +2.7% | +0.8% | +1.9% | +1.6% |
| YTD | +18.5% | +10.7% | +7.7% | +6.2% |
| 1Y | +20.1% | +11.6% | +8.5% | +6.8% |
| 3Y | +61.7% | +73.4% | -11.6% | -8.0% |
| 5Y | +28.5% | +60.2% | -31.6% | -20.4% |
| 10Y | +161.6% | +221.6% | -60.0% | -17.5% |
| All | +512.6% | +339.1% | +173.5% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling