+24.0%
IJR vs CF
+62.4%
-38.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.1% |
| 7D | -0.2% | +6.0% | -6.2% | +0.3% |
| 30D | -2.4% | +14.8% | -17.3% | -1.2% |
| 3M | +3.9% | +14.1% | -10.1% | +5.2% |
| 6M | +12.4% | +28.5% | -16.1% | +11.8% |
| YTD | +21.5% | +74.9% | -53.5% | +15.3% |
| 1Y | +24.0% | +61.7% | -37.7% | +19.6% |
| All | +24.0% | +62.4% | -38.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling