+251.7%
CB vs IJR
+151.4%
+100.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +2.2% | +0.8% | +1.7% |
| 30D | +7.3% | +3.8% | +3.5% | +5.0% |
| 3M | +9.4% | -5.7% | +15.1% | +12.8% |
| 6M | +19.6% | +4.6% | +15.0% | +15.9% |
| YTD | +21.5% | +18.0% | +3.5% | +9.4% |
| 1Y | +28.0% | +21.8% | +6.2% | +13.0% |
| 3Y | +74.9% | +61.1% | +13.8% | +24.6% |
| 5Y | +108.1% | +27.3% | +80.8% | +70.8% |
| All | +251.7% | +151.4% | +100.3% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling