+1,044.4%
CI vs IJR
+1,143.6%
-99.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | -1.8% | -3.1% | +1.3% | +0.3% |
| 3M | -4.2% | +4.4% | -8.6% | -7.3% |
| 6M | +2.7% | +16.1% | -13.4% | -7.9% |
| YTD | +1.9% | +20.6% | -18.7% | -11.0% |
| 1Y | -6.3% | +22.9% | -29.1% | -19.3% |
| 3Y | +3.9% | +55.2% | -51.4% | -27.4% |
| 5Y | +41.9% | +41.1% | +0.8% | +3.2% |
| 10Y | +140.4% | +167.0% | -26.6% | +3.7% |
| All | +1,044.4% | +1,143.6% | -99.2% | +68.2% |
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