+168.1%
IJR vs CG
+314.7%
-146.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | -2.2% | -9.9% | +7.7% | +2.0% |
| 30D | -4.6% | -11.7% | +7.1% | 0.0% |
| 3M | +0.2% | -4.3% | +4.5% | +1.2% |
| 6M | +14.7% | -8.8% | +23.5% | +17.5% |
| YTD | +18.9% | -26.9% | +45.7% | +32.4% |
| 1Y | +19.9% | -35.4% | +55.4% | +40.1% |
| 3Y | +53.0% | +43.0% | +10.0% | +22.8% |
| 5Y | +40.9% | +1.9% | +39.0% | +24.2% |
| All | +168.1% | +314.7% | -146.6% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling