Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CDE vs IJR✓SelectedUSD · IJRCDE vs IJR performance historyLatest closeAs of+1.18%09/11
Stock and ETF performance explorer

CDE vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-17.6%
IJR return
+1,125.8%
Excess return
-1,143.4%
Maximum drawdown
-97.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D+1.2%+0.5%+0.6%+0.7%
7D-3.1%-2.2%-0.9%-1.1%
30D+9.5%-4.6%+14.1%+14.6%
3M+25.5%+0.2%+25.3%+25.8%
6M-7.9%+14.7%-22.6%-17.9%
YTD+15.6%+18.9%-3.3%+0.3%
1Y+34.0%+19.9%+14.1%+15.6%
3Y+791.9%+53.0%+738.9%+528.0%
5Y+197.7%+40.9%+156.9%+129.7%
10Y+55.0%+171.1%-116.1%-34.9%
All-17.6%+1,125.8%-1,143.4%-81.0%

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