+24.2%
IJR vs CG
-14.1%
+38.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.2% |
| 7D | +2.3% | +9.4% | -7.2% | -0.1% |
| 30D | +2.8% | +8.7% | -5.9% | +0.5% |
| 3M | -4.6% | -15.0% | +10.3% | -0.9% |
| 6M | +5.7% | -13.2% | +18.9% | +9.2% |
| YTD | +19.9% | -26.2% | +46.1% | +28.5% |
| 1Y | +24.2% | -14.1% | +38.3% | +22.2% |
| All | +24.2% | -14.1% | +38.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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