+3.5%
CI vs IJR
+52.6%
-49.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +0.5% | -3.6% | +4.1% | +1.3% |
| 3M | -5.2% | +2.3% | -7.5% | -5.8% |
| 6M | +4.3% | +14.3% | -10.0% | +0.7% |
| YTD | +2.8% | +19.3% | -16.5% | -1.8% |
| 1Y | -5.8% | +22.6% | -28.4% | -10.5% |
| All | +3.5% | +52.6% | -49.1% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling