+35.5%
IJR vs CAI
-9.9%
+45.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -2.2% | -2.9% | +0.7% | -2.0% |
| 30D | -4.6% | +9.3% | -13.9% | -5.3% |
| 3M | +0.2% | +35.2% | -35.0% | -2.5% |
| 6M | +14.7% | +30.7% | -16.0% | +11.0% |
| YTD | +18.9% | -9.8% | +28.6% | +18.0% |
| 1Y | +19.9% | -28.9% | +48.8% | +21.1% |
| All | +35.5% | -9.9% | +45.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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