+39.9%
IJR vs CFG
+99.7%
-59.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -3.6% | -4.5% | +0.9% | -1.6% |
| 3M | +2.3% | +6.3% | -4.0% | -0.8% |
| 6M | +14.3% | +20.6% | -6.3% | +4.3% |
| YTD | +19.3% | +21.2% | -2.0% | +8.3% |
| 1Y | +22.6% | +38.2% | -15.6% | +4.4% |
| 3Y | +53.5% | +185.9% | -132.4% | -7.3% |
| 5Y | +39.9% | +97.0% | -57.1% | -4.2% |
| All | +39.9% | +99.7% | -59.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling