+374.6%
IJR vs CG
+341.4%
+33.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | 0.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -3.1% | -3.2% | 0.0% | -2.2% |
| 3M | +4.4% | +6.2% | -1.8% | +1.4% |
| 6M | +16.1% | -4.7% | +20.8% | +16.9% |
| YTD | +20.6% | -20.6% | +41.2% | +29.1% |
| 1Y | +22.9% | -26.4% | +49.2% | +34.7% |
| 3Y | +55.2% | +55.4% | -0.2% | +24.9% |
| 5Y | +41.1% | +9.8% | +31.3% | +23.7% |
| 10Y | +167.0% | +341.4% | -174.4% | +48.8% |
| All | +374.6% | +341.4% | +33.2% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling