+12,317.9%
CMI vs IJR
+1,125.8%
+11,192.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.7% |
| 7D | -0.7% | -2.2% | +1.5% | +1.6% |
| 30D | -12.4% | -4.6% | -7.8% | -7.9% |
| 3M | -14.8% | +0.2% | -15.0% | -15.1% |
| 6M | +0.8% | +14.7% | -13.9% | -12.4% |
| YTD | +10.2% | +18.9% | -8.7% | -7.5% |
| 1Y | +37.4% | +19.9% | +17.5% | +14.1% |
| 3Y | +153.3% | +53.0% | +100.3% | +59.4% |
| 5Y | +167.6% | +40.9% | +126.7% | +79.7% |
| 10Y | +514.4% | +171.1% | +343.3% | +77.9% |
| All | +12,317.9% | +1,125.8% | +11,192.0% | +679.9% |
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