+216.7%
CTVA vs IJR
+111.5%
+105.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -4.5% | -2.2% | -2.3% | -3.0% |
| 30D | +11.3% | -4.6% | +15.9% | +15.0% |
| 3M | +12.3% | +0.2% | +12.1% | +11.8% |
| 6M | +7.2% | +14.7% | -7.5% | -3.7% |
| YTD | +26.0% | +18.9% | +7.1% | +10.2% |
| 1Y | +16.0% | +19.9% | -3.9% | +0.4% |
| 3Y | +73.9% | +53.0% | +20.9% | +23.2% |
| 5Y | +103.8% | +40.9% | +62.9% | +50.7% |
| All | +216.7% | +111.5% | +105.2% | +64.0% |
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