+27.2%
IJR vs ALC
-9.1%
+36.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +3.8% | +16.0% | -12.2% | -2.1% |
| 3M | -5.7% | +0.8% | -6.6% | -6.3% |
| 6M | +4.6% | +16.8% | -12.2% | -2.3% |
| YTD | +18.0% | -5.5% | +23.5% | +19.1% |
| 1Y | +21.8% | -5.3% | +27.0% | +22.7% |
| 3Y | +61.1% | +4.1% | +57.0% | +51.6% |
| All | +27.2% | -9.1% | +36.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling