IIFE confusion in Javascript

var arr = [];

    for (var i = 0; i < 3; i++) {
        arr.push(
            (function(j) {
                return function() {
                    console.log(j);   
                }
            }(i))
        )

    }

Here I am implementing IIFE,expected output is 0,1,2.But I am getting 3 when I am running above code .I am unable to understand what is going under the hood. As per my understanding ,everytime function is called when we are pushing it in array so the required value which gets printed should be 0,1,2.