+168.1%
IJR vs CAG
-36.2%
+204.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.2% | -5.7% | +3.5% | -1.0% |
| 30D | -4.6% | -2.4% | -2.2% | -4.2% |
| 3M | +0.2% | +9.8% | -9.6% | -2.0% |
| 6M | +14.7% | -10.8% | +25.6% | +16.9% |
| YTD | +18.9% | -10.8% | +29.7% | +20.7% |
| 1Y | +19.9% | -19.0% | +38.9% | +24.1% |
| 3Y | +53.0% | -39.7% | +92.7% | +67.0% |
| 5Y | +40.9% | -43.0% | +83.8% | +54.6% |
| All | +168.1% | -36.2% | +204.3% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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