+41.1%
IJR vs AMC
-99.5%
+140.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -3.1% | -1.2% | -2.0% | -3.2% |
| 3M | +4.4% | +42.2% | -37.8% | +1.0% |
| 6M | +16.1% | +118.8% | -102.7% | +8.3% |
| YTD | +20.6% | +64.1% | -43.5% | +14.4% |
| 1Y | +22.9% | -9.5% | +32.4% | +21.0% |
| 3Y | +55.2% | -64.3% | +119.6% | +56.4% |
| 5Y | +41.1% | -99.5% | +140.6% | +77.5% |
| All | +41.1% | -99.5% | +140.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling