+24.2%
IJR vs CHRW
-10.6%
+34.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +2.3% | +4.9% | -2.6% | +1.7% |
| 30D | +2.8% | -4.8% | +7.6% | +3.2% |
| 3M | -4.6% | -13.1% | +8.5% | -3.3% |
| 6M | +5.7% | -16.3% | +22.0% | +6.1% |
| YTD | +19.9% | -15.8% | +35.7% | +13.6% |
| 1Y | +24.2% | -11.1% | +35.3% | +13.5% |
| All | +24.2% | -10.6% | +34.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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