+41.1%
IJR vs CF
+222.3%
-181.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | +0.9% | -0.9% | +1.9% | +1.0% |
| 30D | -3.1% | +18.1% | -21.2% | -5.1% |
| 3M | +4.4% | +23.4% | -19.0% | +1.5% |
| 6M | +16.1% | +17.1% | -1.0% | +12.2% |
| YTD | +20.6% | +76.2% | -55.6% | +8.2% |
| 1Y | +22.9% | +62.3% | -39.4% | +11.6% |
| 3Y | +55.2% | +71.8% | -16.6% | +36.9% |
| 5Y | +41.1% | +234.6% | -193.5% | -1.3% |
| All | +41.1% | +222.3% | -181.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling