+172.1%
IJR vs CF
+599.7%
-427.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.8% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -3.6% | +14.3% | -17.9% | -7.0% |
| 3M | +2.3% | +27.9% | -25.5% | -4.5% |
| 6M | +14.3% | +25.5% | -11.2% | +4.9% |
| YTD | +19.3% | +81.2% | -61.9% | -2.1% |
| 1Y | +22.6% | +66.5% | -43.9% | +2.7% |
| 3Y | +53.5% | +76.7% | -23.1% | +22.9% |
| 5Y | +39.9% | +237.8% | -197.9% | -16.8% |
| 10Y | +172.1% | +619.9% | -447.8% | +28.0% |
| All | +172.1% | +599.7% | -427.6% | +28.0% |
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