+52.9%
CL vs IJR
+170.6%
-117.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -4.8% | -4.7% | -0.1% | -3.7% |
| 3M | -1.7% | +2.1% | -3.9% | -2.3% |
| 6M | -3.8% | +13.9% | -17.7% | -6.9% |
| YTD | +13.3% | +18.2% | -5.0% | +8.5% |
| 1Y | +8.3% | +21.8% | -13.5% | +2.8% |
| 3Y | +28.8% | +52.2% | -23.4% | +13.4% |
| 5Y | +28.5% | +40.1% | -11.6% | +14.4% |
| All | +52.9% | +170.6% | -117.7% | +9.8% |
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