+54.6%
IJR vs CART
+11.0%
+43.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.8% |
| 7D | -1.1% | -9.5% | +8.4% | 0.0% |
| 30D | -3.6% | -7.8% | +4.1% | -2.8% |
| 3M | +2.3% | +10.4% | -8.1% | +0.9% |
| 6M | +14.3% | +20.1% | -5.7% | +11.2% |
| YTD | +19.3% | +3.7% | +15.6% | +18.0% |
| 1Y | +22.6% | +2.6% | +20.0% | +21.0% |
| All | +54.6% | +11.0% | +43.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling