+216.6%
IJR vs AMC
-97.6%
+314.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +2.2% | +3.5% | -1.3% | +2.0% |
| 30D | +3.8% | +12.5% | -8.6% | +3.3% |
| 3M | -5.7% | +23.6% | -29.3% | -6.7% |
| 6M | +4.6% | +144.4% | -139.7% | 0.0% |
| YTD | +18.0% | +108.3% | -90.4% | +13.1% |
| 1Y | +21.8% | +38.9% | -17.1% | +18.6% |
| 3Y | +61.1% | -58.9% | +119.9% | +60.6% |
| 5Y | +27.3% | -99.2% | +126.5% | +39.4% |
| 10Y | +154.1% | -98.8% | +252.9% | +164.5% |
| All | +216.6% | -97.6% | +314.3% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling