+50.5%
IJR vs CAVA
+33.0%
+17.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -2.2% | -8.0% | +5.9% | -1.1% |
| 30D | -4.6% | -19.6% | +15.0% | -1.8% |
| 3M | +0.2% | -36.7% | +36.9% | +6.3% |
| 6M | +14.7% | -30.6% | +45.3% | +19.5% |
| YTD | +18.9% | -4.8% | +23.6% | +17.2% |
| 1Y | +19.9% | -13.1% | +33.1% | +19.3% |
| 3Y | +53.0% | +48.8% | +4.2% | +41.2% |
| All | +50.5% | +33.0% | +17.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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