-10.7%
CMG vs IJR
+25.5%
-36.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +7.1% | -2.4% | +9.5% | +9.3% |
| 3M | +31.2% | +3.9% | +27.2% | +26.1% |
| 6M | +0.7% | +12.4% | -11.7% | -10.7% |
| YTD | -0.1% | +21.5% | -21.6% | -18.3% |
| 1Y | -10.7% | +24.0% | -34.7% | -29.1% |
| All | -10.7% | +25.5% | -36.2% | -29.1% |
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 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