+150.3%
IJR vs CF
+479.1%
-328.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +2.2% | +4.8% | -2.6% | +1.0% |
| 30D | +3.8% | +4.7% | -0.9% | +2.4% |
| 3M | -5.7% | +7.4% | -13.2% | -8.0% |
| 6M | +4.6% | +0.6% | +4.0% | +3.2% |
| YTD | +18.0% | +64.1% | -46.1% | -1.4% |
| 1Y | +21.8% | +51.4% | -29.6% | +4.1% |
| 3Y | +61.1% | +67.8% | -6.7% | +29.6% |
| 5Y | +27.3% | +114.1% | -86.8% | -12.2% |
| All | +150.3% | +479.1% | -328.8% | +22.1% |
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