-17.6%
CDE vs IJR
+1,125.8%
-1,143.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 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