+226.1%
IJR vs AMC
-98.1%
+324.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -4.0% | +0.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.3% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +3.9% | +35.2% | -31.3% | +2.0% |
| 6M | +12.4% | +124.6% | -112.2% | +7.7% |
| YTD | +21.5% | +69.9% | -48.4% | +17.6% |
| 1Y | +24.0% | -2.6% | +26.6% | +22.5% |
| 3Y | +49.7% | -79.8% | +129.5% | +52.7% |
| 5Y | +39.7% | -99.4% | +139.1% | +54.7% |
| 10Y | +169.0% | -98.9% | +267.9% | +173.6% |
| All | +226.1% | -98.1% | +324.1% | +188.7% |
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