+1,417.4%
COP vs IJR
+1,143.6%
+273.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | -0.8% | +0.9% | -1.8% | -1.6% |
| 30D | +15.6% | -3.1% | +18.7% | +18.3% |
| 3M | +14.3% | +4.4% | +9.9% | +9.7% |
| 6M | +17.0% | +16.1% | +0.9% | +2.0% |
| YTD | +47.4% | +20.6% | +26.9% | +24.5% |
| 1Y | +52.4% | +22.9% | +29.5% | +26.3% |
| 3Y | +20.8% | +55.2% | -34.4% | -19.2% |
| 5Y | +191.7% | +41.1% | +150.6% | +107.0% |
| 10Y | +325.1% | +167.0% | +158.1% | +90.6% |
| All | +1,417.4% | +1,143.6% | +273.8% | +195.4% |
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