+38.0%
IJR vs AMIX
-99.9%
+138.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.8% | -8.9% | +2.9% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +3.0% | -45.3% | +48.4% | +3.3% |
| 3M | -4.5% | -83.1% | +78.6% | -3.8% |
| 6M | +3.1% | -76.9% | +80.0% | +2.6% |
| YTD | +18.9% | -85.3% | +104.2% | +18.6% |
| 1Y | +21.7% | -89.8% | +111.5% | +21.6% |
| All | +38.0% | -99.9% | +138.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling