-1.8%
CARR vs IJR
+24.2%
-26.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.1% |
| 7D | -0.7% | +2.3% | -2.9% | -3.3% |
| 30D | +0.3% | +2.8% | -2.5% | -3.0% |
| 3M | -14.9% | -4.6% | -10.3% | -9.8% |
| 6M | -14.9% | +5.7% | -20.5% | -19.8% |
| YTD | +7.0% | +19.9% | -12.9% | -11.0% |
| 1Y | -1.8% | +24.2% | -25.9% | -21.1% |
| All | -1.8% | +24.2% | -26.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling