+40.1%
IJR vs ATI
+1,021.8%
-981.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.1% |
| 7D | -2.3% | -2.7% | +0.4% | -1.6% |
| 30D | -4.7% | -13.5% | +8.8% | -1.0% |
| 3M | +2.1% | +8.5% | -6.4% | -0.8% |
| 6M | +13.9% | +25.2% | -11.3% | +5.5% |
| YTD | +18.2% | +73.4% | -55.2% | -0.4% |
| 1Y | +21.8% | +160.5% | -138.7% | -9.2% |
| 3Y | +52.2% | +347.3% | -295.1% | -7.7% |
| 5Y | +40.1% | +1,049.0% | -1,008.8% | -34.0% |
| All | +40.1% | +1,021.8% | -981.6% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling