+19.9%
IJR vs ALC
-14.7%
+34.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.2% | -6.3% | +4.2% | -0.7% |
| 30D | -4.6% | -10.3% | +5.7% | -2.2% |
| 3M | +0.2% | -0.7% | +1.0% | 0.0% |
| 6M | +14.7% | -17.8% | +32.6% | +20.9% |
| YTD | +18.9% | -15.8% | +34.7% | +23.7% |
| 1Y | +19.9% | -16.7% | +36.7% | +24.7% |
| All | +19.9% | -14.7% | +34.6% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling