+52.2%
IJR vs CAG
-39.3%
+91.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | -2.3% | -5.9% | +3.6% | -1.6% |
| 30D | -4.7% | -1.5% | -3.2% | -4.6% |
| 3M | +2.1% | +11.5% | -9.3% | +0.6% |
| 6M | +13.9% | -15.7% | +29.6% | +16.5% |
| YTD | +18.2% | -10.2% | +28.4% | +19.3% |
| 1Y | +21.8% | -18.1% | +39.9% | +24.7% |
| All | +52.2% | -39.3% | +91.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling