+161.6%
IJR vs CF
+494.2%
-332.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | +0.1% | +4.8% | -4.7% | -1.2% |
| 30D | +2.6% | +9.7% | -7.1% | 0.0% |
| 3M | -4.3% | +1.2% | -5.5% | -5.2% |
| 6M | +2.7% | +7.4% | -4.6% | -0.7% |
| YTD | +18.5% | +60.5% | -42.1% | -0.5% |
| 1Y | +20.1% | +50.7% | -30.7% | +2.7% |
| 3Y | +61.7% | +64.8% | -3.1% | +30.6% |
| 5Y | +28.5% | +115.8% | -87.2% | -11.9% |
| 10Y | +161.6% | +481.0% | -319.5% | +27.9% |
| All | +161.6% | +494.2% | -332.6% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling