+51.2%
CME vs IJR
+51.3%
0.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.6% |
| 30D | +6.2% | -4.7% | +10.9% | +5.6% |
| 3M | +4.4% | +2.1% | +2.2% | +4.6% |
| 6M | -9.6% | +13.9% | -23.5% | -8.7% |
| YTD | +3.8% | +18.2% | -14.5% | +5.2% |
| 1Y | +9.5% | +21.8% | -12.3% | +11.4% |
| All | +51.2% | +51.3% | 0.0% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling