+51.2%
CI vs IJR
+26.5%
+24.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +2.2% | -1.0% | +0.5% |
| 30D | +2.6% | +3.8% | -1.3% | +1.3% |
| 3M | +7.4% | -5.7% | +13.2% | +9.4% |
| 6M | -0.1% | +4.6% | -4.7% | -1.8% |
| YTD | +9.7% | +18.0% | -8.2% | +3.5% |
| 1Y | +12.1% | +21.8% | -9.7% | +4.6% |
| 3Y | +7.0% | +61.1% | -54.1% | -11.4% |
| All | +51.2% | +26.5% | +24.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling