+39.8%
IJR vs CHD
+20.9%
+18.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -4.5% | +2.3% | -1.5% |
| 30D | -4.6% | -6.7% | +2.1% | -3.6% |
| 3M | +0.2% | -2.7% | +3.0% | +0.6% |
| 6M | +14.7% | -4.9% | +19.7% | +15.4% |
| YTD | +18.9% | +13.3% | +5.5% | +16.2% |
| 1Y | +19.9% | +1.0% | +18.9% | +19.3% |
| 3Y | +53.0% | +1.3% | +51.7% | +50.7% |
| All | +39.8% | +20.9% | +18.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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