+421.5%
CARR vs IJR
+220.9%
+200.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | -3.8% | -2.2% | -1.6% | -2.0% |
| 30D | -8.9% | -4.6% | -4.3% | -5.2% |
| 3M | -17.3% | +0.2% | -17.5% | -17.3% |
| 6M | -1.4% | +14.7% | -16.1% | -11.4% |
| YTD | +10.0% | +18.9% | -8.9% | -3.9% |
| 1Y | -6.4% | +19.9% | -26.3% | -18.9% |
| 3Y | +1.5% | +53.0% | -51.5% | -27.2% |
| 5Y | +9.3% | +40.9% | -31.6% | -16.9% |
| All | +421.5% | +220.9% | +200.6% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling