+1,148.9%
IJR vs CAG
+127.1%
+1,021.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +0.9% | -5.3% | +6.2% | +2.5% |
| 30D | -3.1% | +1.0% | -4.1% | -3.5% |
| 3M | +4.4% | +17.4% | -13.0% | -0.9% |
| 6M | +16.1% | -16.8% | +32.9% | +21.6% |
| YTD | +20.6% | -6.8% | +27.4% | +21.5% |
| 1Y | +22.9% | -15.4% | +38.2% | +27.2% |
| 3Y | +55.2% | -37.1% | +92.3% | +73.1% |
| 5Y | +41.1% | -41.3% | +82.3% | +58.9% |
| 10Y | +167.0% | -35.5% | +202.4% | +174.9% |
| All | +1,148.9% | +127.1% | +1,021.8% | +731.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling