+19.9%
IJR vs AMCR
+9.4%
+10.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -2.2% | -6.3% | +4.1% | -0.6% |
| 30D | -4.6% | -7.8% | +3.2% | -2.7% |
| 3M | +0.2% | +7.5% | -7.3% | -1.8% |
| 6M | +14.7% | +2.7% | +12.0% | +12.7% |
| YTD | +18.9% | +6.0% | +12.8% | +15.1% |
| 1Y | +19.9% | +7.8% | +12.2% | +17.0% |
| All | +19.9% | +9.4% | +10.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling