+2,097.8%
CB vs IJR
+1,153.0%
+944.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -3.1% | -2.4% | -0.7% | -1.5% |
| 3M | +9.0% | +3.9% | +5.0% | +5.5% |
| 6M | +2.9% | +12.4% | -9.5% | -6.1% |
| YTD | +10.1% | +21.5% | -11.4% | -5.2% |
| 1Y | +22.8% | +24.0% | -1.2% | +3.7% |
| 3Y | +73.8% | +49.7% | +24.1% | +22.3% |
| 5Y | +99.2% | +39.7% | +59.5% | +43.8% |
| 10Y | +218.2% | +169.0% | +49.2% | +32.3% |
| All | +2,097.8% | +1,153.0% | +944.8% | +106.4% |
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