+34.4%
IJR vs AMRZ
-19.2%
+53.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.5% |
| 7D | -1.1% | -4.7% | +3.5% | -0.1% |
| 30D | -3.6% | -11.3% | +7.7% | -1.0% |
| 3M | +2.3% | -22.1% | +24.4% | +7.9% |
| 6M | +14.3% | -29.6% | +43.9% | +23.0% |
| YTD | +19.3% | -23.3% | +42.6% | +25.0% |
| 1Y | +22.6% | -23.7% | +46.3% | +27.4% |
| All | +34.4% | -19.2% | +53.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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