+168.1%
IJR vs AME
+445.1%
-277.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -1.6% |
| 7D | -2.2% | +1.7% | -3.9% | -3.3% |
| 30D | -4.6% | -6.4% | +1.8% | -0.5% |
| 3M | +0.2% | +7.1% | -6.9% | -4.7% |
| 6M | +14.7% | +8.2% | +6.6% | +7.9% |
| YTD | +18.9% | +18.2% | +0.7% | +5.1% |
| 1Y | +19.9% | +26.7% | -6.8% | +0.7% |
| 3Y | +53.0% | +60.7% | -7.7% | +7.3% |
| 5Y | +40.9% | +91.6% | -50.7% | -13.4% |
| All | +168.1% | +445.1% | -277.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling