+1,148.9%
IJR vs CHRW
+2,047.5%
-898.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -3.1% | +0.9% | -4.1% | -3.6% |
| 3M | +4.4% | -19.9% | +24.3% | +11.7% |
| 6M | +16.1% | -15.8% | +31.9% | +21.0% |
| YTD | +20.6% | -5.6% | +26.2% | +19.1% |
| 1Y | +22.9% | +21.0% | +1.8% | +8.8% |
| 3Y | +55.2% | +86.0% | -30.8% | +11.7% |
| 5Y | +41.1% | +88.6% | -47.5% | -1.7% |
| 10Y | +167.0% | +169.3% | -2.3% | +55.1% |
| All | +1,148.9% | +2,047.5% | -898.6% | +288.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling