+39.8%
IJR vs CAKE
+157.8%
-118.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -2.2% | -4.5% | +2.4% | -0.8% |
| 30D | -4.6% | -12.4% | +7.8% | -0.9% |
| 3M | +0.2% | +37.3% | -37.1% | -10.0% |
| 6M | +14.7% | +70.7% | -56.0% | -4.5% |
| YTD | +18.9% | +106.0% | -87.1% | -7.4% |
| 1Y | +19.9% | +79.7% | -59.7% | -2.7% |
| 3Y | +53.0% | +267.8% | -214.8% | -3.7% |
| All | +39.8% | +157.8% | -118.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling