+6,781.2%
CME vs IJR
+1,085.9%
+5,695.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +6.2% | -2.4% | +8.7% | +8.0% |
| 3M | +10.4% | +3.9% | +6.5% | +6.8% |
| 6M | -9.5% | +12.4% | -21.9% | -17.8% |
| YTD | +6.0% | +21.5% | -15.5% | -9.3% |
| 1Y | +9.3% | +24.0% | -14.7% | -8.4% |
| 3Y | +57.7% | +49.7% | +8.0% | +7.0% |
| 5Y | +77.7% | +39.7% | +38.0% | +22.1% |
| 10Y | +281.2% | +169.0% | +112.2% | +33.3% |
| All | +6,781.2% | +1,085.9% | +5,695.3% | +616.9% |
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