+245.6%
CRH vs IJR
+172.1%
+73.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.5% |
| 7D | -6.1% | -2.2% | -3.9% | -4.1% |
| 30D | -9.3% | -4.6% | -4.7% | -5.2% |
| 3M | -15.2% | +0.2% | -15.4% | -15.2% |
| 6M | -14.2% | +14.7% | -28.9% | -23.7% |
| YTD | -28.3% | +18.9% | -47.1% | -38.1% |
| 1Y | -21.8% | +19.9% | -41.7% | -33.2% |
| 3Y | +71.6% | +53.0% | +18.6% | +17.3% |
| 5Y | +96.6% | +40.9% | +55.8% | +44.2% |
| All | +245.6% | +172.1% | +73.6% | +35.4% |
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 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