+89.6%
CL vs IJR
+151.4%
-61.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +2.2% | +1.1% | +2.7% |
| 30D | +8.0% | +3.8% | +4.2% | +7.0% |
| 3M | +7.9% | -5.7% | +13.6% | +9.4% |
| 6M | +14.7% | +4.6% | +10.1% | +13.3% |
| YTD | +29.2% | +18.0% | +11.2% | +23.6% |
| 1Y | +29.5% | +21.8% | +7.7% | +23.0% |
| 3Y | +40.7% | +61.1% | -20.4% | +21.6% |
| 5Y | +43.9% | +27.3% | +16.5% | +31.8% |
| All | +89.6% | +151.4% | -61.8% | +33.6% |
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