+103.0%
IJR vs ALC
+16.1%
+86.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -2.2% | -6.3% | +4.2% | +0.6% |
| 30D | -4.6% | -10.3% | +5.7% | -0.1% |
| 3M | +0.2% | -0.7% | +1.0% | +0.1% |
| 6M | +14.7% | -17.8% | +32.6% | +23.7% |
| YTD | +18.9% | -15.8% | +34.7% | +26.4% |
| 1Y | +19.9% | -16.7% | +36.7% | +27.9% |
| 3Y | +53.0% | -19.7% | +72.8% | +62.1% |
| 5Y | +40.9% | -19.8% | +60.7% | +46.1% |
| All | +103.0% | +16.1% | +86.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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