+54.1%
IJR vs CART
+39.2%
+14.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +0.2% | +1.5% | -1.3% | 0.0% |
| 30D | +3.0% | +22.4% | -19.4% | +0.6% |
| 3M | -4.5% | +16.5% | -21.0% | -6.3% |
| 6M | +3.1% | +44.9% | -41.8% | -1.6% |
| YTD | +18.9% | +30.0% | -11.1% | +14.5% |
| 1Y | +21.7% | +59.1% | -37.4% | +13.9% |
| 3Y | +64.0% | +138.8% | -74.8% | +41.2% |
| All | +54.1% | +39.2% | +14.9% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling