+53.0%
IJR vs ATI
+341.0%
-288.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -5.6% | +3.5% | -0.7% |
| 30D | -4.6% | -13.7% | +9.1% | -1.0% |
| 3M | +0.2% | -0.4% | +0.6% | -0.2% |
| 6M | +14.7% | +26.2% | -11.5% | +6.4% |
| YTD | +18.9% | +73.2% | -54.3% | +0.8% |
| 1Y | +19.9% | +161.6% | -141.7% | -9.8% |
| 3Y | +53.0% | +346.2% | -293.1% | -4.1% |
| All | +53.0% | +341.0% | -288.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling