+316.5%
CHTR vs IJR
+540.3%
-223.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | -4.1% | -2.2% | -1.9% | -2.8% |
| 30D | -3.0% | -4.6% | +1.6% | -0.2% |
| 3M | +4.8% | +0.2% | +4.5% | +4.7% |
| 6M | -35.0% | +14.7% | -49.7% | -40.0% |
| YTD | -30.2% | +18.9% | -49.0% | -36.8% |
| 1Y | -44.8% | +19.9% | -64.7% | -50.3% |
| 3Y | -66.6% | +53.0% | -119.6% | -73.9% |
| 5Y | -81.5% | +40.9% | -122.3% | -84.9% |
| 10Y | -44.8% | +171.1% | -215.9% | -70.6% |
| All | +316.5% | +540.3% | -223.8% | +47.7% |
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