+52.9%
IJR vs CART
+40.2%
+12.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +3.8% | +19.2% | -15.3% | +1.7% |
| 3M | -5.7% | +17.6% | -23.3% | -7.6% |
| 6M | +4.6% | +47.4% | -42.7% | -0.4% |
| YTD | +18.0% | +30.9% | -12.9% | +13.5% |
| 1Y | +21.8% | +46.0% | -24.2% | +15.3% |
| 3Y | +61.1% | +130.3% | -69.2% | +39.0% |
| All | +52.9% | +40.2% | +12.7% | +33.6% |
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