+166.7%
IJR vs AMC
-99.0%
+265.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -2.3% | -7.1% | +4.8% | -2.1% |
| 30D | -4.7% | -1.7% | -3.0% | -4.7% |
| 3M | +2.1% | +13.5% | -11.3% | +1.1% |
| 6M | +13.9% | +112.6% | -98.7% | +9.7% |
| YTD | +18.2% | +51.3% | -33.0% | +15.2% |
| 1Y | +21.8% | -14.5% | +36.3% | +21.1% |
| 3Y | +52.2% | -67.1% | +119.3% | +52.9% |
| 5Y | +40.1% | -99.5% | +139.6% | +55.0% |
| All | +166.7% | -99.0% | +265.7% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling