+4,005.7%
CMG vs IJR
+505.1%
+3,500.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | -3.8% | -2.3% | -1.5% | -2.2% |
| 30D | +12.9% | -4.7% | +17.6% | +17.0% |
| 3M | +18.8% | +2.1% | +16.6% | +16.8% |
| 6M | +4.1% | +13.9% | -9.8% | -5.7% |
| YTD | -2.4% | +18.2% | -20.6% | -13.9% |
| 1Y | -6.7% | +21.8% | -28.5% | -19.4% |
| 3Y | -7.1% | +52.2% | -59.3% | -33.8% |
| 5Y | -5.0% | +40.1% | -45.1% | -28.2% |
| 10Y | +323.5% | +169.7% | +153.9% | +76.9% |
| All | +4,005.7% | +505.1% | +3,500.6% | +724.8% |
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