+1,148.9%
IJR vs ATI
+1,160.6%
-11.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | +0.9% | +3.2% | -2.2% | +0.1% |
| 30D | -3.1% | -9.0% | +5.9% | -0.8% |
| 3M | +4.4% | +15.1% | -10.7% | 0.0% |
| 6M | +16.1% | +38.1% | -22.0% | +5.3% |
| YTD | +20.6% | +80.7% | -60.1% | +1.6% |
| 1Y | +22.9% | +167.5% | -144.7% | -7.3% |
| 3Y | +55.2% | +366.0% | -310.8% | -2.4% |
| 5Y | +41.1% | +1,088.8% | -1,047.7% | -33.0% |
| 10Y | +167.0% | +1,055.0% | -888.0% | +10.3% |
| All | +1,148.9% | +1,160.6% | -11.7% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling