+439.0%
IJR vs CAPR
-99.0%
+538.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | +2.2% | +5.9% | -3.7% | +2.0% |
| 30D | +3.8% | +44.6% | -40.8% | +3.3% |
| 3M | -5.7% | +126.4% | -132.1% | -7.0% |
| 6M | +4.6% | -68.6% | +73.2% | +5.1% |
| YTD | +18.0% | -67.0% | +85.0% | +18.2% |
| 1Y | +21.8% | +65.2% | -43.4% | +16.2% |
| 3Y | +61.1% | +235.6% | -174.5% | +49.7% |
| 5Y | +27.3% | +175.4% | -148.1% | +17.8% |
| 10Y | +154.1% | -65.0% | +219.1% | +128.1% |
| All | +439.0% | -99.0% | +538.1% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling