+5,760.6%
CRM vs IJR
+698.1%
+5,062.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | -4.4% | -2.2% | -2.3% | -2.5% |
| 30D | +28.1% | -4.6% | +32.7% | +33.6% |
| 3M | +48.8% | +0.2% | +48.6% | +48.1% |
| 6M | +28.3% | +14.7% | +13.5% | +11.8% |
| YTD | -6.0% | +18.9% | -24.9% | -21.0% |
| 1Y | +1.4% | +19.9% | -18.5% | -15.7% |
| 3Y | +11.8% | +53.0% | -41.2% | -27.8% |
| 5Y | -2.0% | +40.9% | -42.9% | -31.0% |
| 10Y | +239.6% | +171.1% | +68.6% | +13.8% |
| All | +5,760.6% | +698.1% | +5,062.4% | +555.3% |
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