+61.1%
IJR vs CAPR
+239.1%
-178.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +3.8% | +44.6% | -40.8% | +3.5% |
| 3M | -5.7% | +126.4% | -132.1% | -6.6% |
| 6M | +4.6% | -68.6% | +73.2% | +4.9% |
| YTD | +18.0% | -67.0% | +85.0% | +18.1% |
| 1Y | +21.8% | +65.2% | -43.4% | +17.7% |
| 3Y | +61.1% | +235.6% | -174.5% | +34.0% |
| All | +61.1% | +239.1% | -178.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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