+9.1%
CME vs IJR
+21.9%
-12.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -2.2% |
| 30D | +5.6% | -4.6% | +10.2% | +4.3% |
| 3M | +5.6% | +0.2% | +5.4% | +5.5% |
| 6M | -8.3% | +14.7% | -23.0% | -6.8% |
| YTD | +4.3% | +18.9% | -14.5% | +6.4% |
| 1Y | +9.1% | +19.9% | -10.8% | +11.3% |
| All | +9.1% | +21.9% | -12.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling