+565.4%
IJR vs CF
+5,948.3%
-5,382.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.2% |
| 7D | -0.2% | +6.0% | -6.2% | -1.7% |
| 30D | -2.4% | +14.8% | -17.3% | -6.0% |
| 3M | +3.9% | +14.1% | -10.1% | -0.1% |
| 6M | +12.4% | +28.5% | -16.1% | +2.5% |
| YTD | +21.5% | +74.9% | -53.5% | +1.8% |
| 1Y | +24.0% | +61.7% | -37.7% | +5.7% |
| 3Y | +49.7% | +80.3% | -30.6% | +21.0% |
| 5Y | +39.7% | +226.0% | -186.3% | -8.7% |
| 10Y | +169.0% | +569.9% | -400.8% | +37.0% |
| All | +565.4% | +5,948.3% | -5,382.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling