+37.5%
IJR vs AMIX
-99.9%
+137.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.4% |
| 7D | +0.1% | +11.4% | -11.3% | 0.0% |
| 30D | +2.6% | -40.5% | +43.2% | +2.9% |
| 3M | -4.3% | -80.1% | +75.8% | -3.6% |
| 6M | +2.7% | -74.8% | +77.6% | +2.2% |
| YTD | +18.5% | -84.0% | +102.4% | +18.1% |
| 1Y | +20.1% | -89.7% | +109.8% | +20.0% |
| All | +37.5% | -99.9% | +137.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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