+39.8%
IJR vs AME
+89.9%
-50.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -1.5% |
| 7D | -2.2% | +1.7% | -3.9% | -3.2% |
| 30D | -4.6% | -6.4% | +1.8% | -0.7% |
| 3M | +0.2% | +7.1% | -6.9% | -4.4% |
| 6M | +14.7% | +8.2% | +6.6% | +8.2% |
| YTD | +18.9% | +18.2% | +0.7% | +5.6% |
| 1Y | +19.9% | +26.7% | -6.8% | +1.4% |
| 3Y | +53.0% | +60.7% | -7.7% | +7.6% |
| All | +39.8% | +89.9% | -50.1% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling