+53.6%
IJR vs AMC
-66.8%
+120.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.9% |
| 7D | -1.1% | -6.8% | +5.7% | -0.7% |
| 30D | -3.6% | +1.7% | -5.3% | -3.8% |
| 3M | +2.3% | +26.8% | -24.5% | 0.0% |
| 6M | +14.3% | +117.7% | -103.4% | +7.2% |
| YTD | +19.3% | +57.7% | -38.4% | +13.9% |
| 1Y | +22.6% | -12.5% | +35.1% | +20.9% |
| All | +53.6% | -66.8% | +120.4% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling