+23.8%
IJR vs CF
+120.6%
-96.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.6% |
| 30D | +0.4% | +4.3% | -3.9% | -0.1% |
| 3M | -6.6% | +2.8% | -9.4% | -7.1% |
| 6M | -0.3% | +0.6% | -0.9% | -0.9% |
| YTD | +15.5% | +56.6% | -41.2% | +5.1% |
| 1Y | +19.2% | +49.6% | -30.4% | +9.3% |
| 3Y | +54.6% | +61.5% | -6.9% | +37.0% |
| All | +23.8% | +120.6% | -96.8% | -1.9% |
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 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