+47.4%
CI vs IJR
+39.9%
+7.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.6% |
| 30D | +1.8% | -4.6% | +6.4% | +3.3% |
| 3M | -4.2% | +0.2% | -4.5% | -4.5% |
| 6M | +8.8% | +14.7% | -5.9% | +3.6% |
| YTD | +3.7% | +18.9% | -15.1% | -2.5% |
| 1Y | -6.1% | +19.9% | -26.1% | -12.1% |
| 3Y | +4.5% | +53.0% | -48.5% | -12.0% |
| All | +47.4% | +39.9% | +7.4% | +27.5% |
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