+52.2%
IJR vs CHRW
+87.9%
-35.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.3% | +4.4% | -6.7% | -3.0% |
| 30D | -4.7% | +5.5% | -10.2% | -5.6% |
| 3M | +2.1% | -17.3% | +19.4% | +4.9% |
| 6M | +13.9% | -12.7% | +26.5% | +15.3% |
| YTD | +18.2% | -4.1% | +22.4% | +17.0% |
| 1Y | +21.8% | +21.2% | +0.6% | +14.5% |
| All | +52.2% | +87.9% | -35.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling