+142.8%
CI vs IJR
+151.4%
-8.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +2.2% | -1.0% | -0.1% |
| 30D | +2.6% | +3.8% | -1.3% | +0.4% |
| 3M | +7.4% | -5.7% | +13.2% | +10.9% |
| 6M | -0.1% | +4.6% | -4.7% | -3.1% |
| YTD | +9.7% | +18.0% | -8.2% | -0.8% |
| 1Y | +12.1% | +21.8% | -9.7% | -0.5% |
| 3Y | +7.0% | +61.1% | -54.1% | -22.7% |
| 5Y | +49.7% | +27.3% | +22.4% | +23.9% |
| All | +142.8% | +151.4% | -8.6% | +16.1% |
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