+150.3%
IJR vs CFG
+216.2%
-65.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +0.7% |
| 30D | +3.8% | +5.1% | -1.3% | +1.5% |
| 3M | -5.7% | -11.2% | +5.5% | -0.6% |
| 6M | +4.6% | +9.6% | -4.9% | -0.1% |
| YTD | +18.0% | +15.0% | +3.0% | +9.7% |
| 1Y | +21.8% | +29.9% | -8.1% | +7.1% |
| 3Y | +61.1% | +192.1% | -131.0% | -4.0% |
| 5Y | +27.3% | +62.3% | -35.0% | -4.4% |
| All | +150.3% | +216.2% | -65.9% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling