+43.2%
IJR vs AHR
+356.1%
-312.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | -4.6% | +1.9% | -6.5% | -5.0% |
| 3M | +0.2% | +15.7% | -15.4% | -3.1% |
| 6M | +14.7% | +2.5% | +12.2% | +13.7% |
| YTD | +18.9% | +15.0% | +3.8% | +14.4% |
| 1Y | +19.9% | +28.1% | -8.2% | +11.7% |
| All | +43.2% | +356.1% | -312.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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