+4,294.1%
COST vs IJR
+1,119.4%
+3,174.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.3% |
| 30D | -4.4% | -4.7% | +0.3% | -2.0% |
| 3M | -8.1% | +2.1% | -10.2% | -9.3% |
| 6M | -9.2% | +13.9% | -23.1% | -15.9% |
| YTD | +5.1% | +18.2% | -13.1% | -4.7% |
| 1Y | -5.1% | +21.8% | -26.9% | -15.6% |
| 3Y | +70.4% | +52.2% | +18.2% | +30.7% |
| 5Y | +104.7% | +40.1% | +64.6% | +62.8% |
| 10Y | +608.8% | +169.7% | +439.2% | +256.0% |
| All | +4,294.1% | +1,119.4% | +3,174.7% | +483.8% |
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