+1,148.9%
IJR vs AME
+9,845.8%
-8,697.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +0.9% | +2.8% | -1.9% | -0.7% |
| 30D | -3.1% | -6.3% | +3.1% | +0.5% |
| 3M | +4.4% | +5.4% | -1.0% | +0.9% |
| 6M | +16.1% | +7.4% | +8.7% | +10.6% |
| YTD | +20.6% | +16.2% | +4.4% | +9.6% |
| 1Y | +22.9% | +26.8% | -4.0% | +5.7% |
| 3Y | +55.2% | +57.5% | -2.3% | +16.4% |
| 5Y | +41.1% | +84.8% | -43.8% | -4.0% |
| 10Y | +167.0% | +424.3% | -257.3% | -0.3% |
| All | +1,148.9% | +9,845.8% | -8,697.0% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling