+168.1%
IJR vs CHRW
+183.1%
-15.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | +3.5% | -5.6% | -3.2% |
| 30D | -4.6% | +4.6% | -9.2% | -6.0% |
| 3M | +0.2% | -19.7% | +19.9% | +6.1% |
| 6M | +14.7% | -12.4% | +27.1% | +17.3% |
| YTD | +18.9% | -3.9% | +22.8% | +16.7% |
| 1Y | +19.9% | +18.4% | +1.6% | +8.5% |
| 3Y | +53.0% | +88.8% | -35.8% | +12.7% |
| 5Y | +40.9% | +93.5% | -52.7% | -0.5% |
| All | +168.1% | +183.1% | -15.0% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling