+24.0%
IJR vs CFG
+40.4%
-16.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.8% |
| 30D | -2.4% | -3.8% | +1.4% | -0.8% |
| 3M | +3.9% | +11.5% | -7.6% | -1.5% |
| 6M | +12.4% | +19.2% | -6.8% | +3.0% |
| YTD | +21.5% | +23.7% | -2.2% | +9.1% |
| 1Y | +24.0% | +38.8% | -14.9% | +4.7% |
| All | +24.0% | +40.4% | -16.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling