+322.0%
CMG vs IJR
+172.1%
+149.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.1% | -2.2% | +0.1% | -0.7% |
| 30D | +10.9% | -4.6% | +15.5% | +14.2% |
| 3M | +15.8% | +0.2% | +15.6% | +15.6% |
| 6M | +6.9% | +14.7% | -7.8% | -2.1% |
| YTD | -2.2% | +18.9% | -21.0% | -12.3% |
| 1Y | -7.1% | +19.9% | -27.0% | -17.1% |
| 3Y | -7.1% | +53.0% | -60.1% | -30.1% |
| 5Y | -4.8% | +40.9% | -45.6% | -24.6% |
| All | +322.0% | +172.1% | +149.9% | +115.0% |
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