+39.8%
IJR vs CHRW
+90.8%
-51.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | +3.5% | -5.6% | -2.9% |
| 30D | -4.6% | +4.6% | -9.2% | -5.6% |
| 3M | +0.2% | -19.7% | +19.9% | +4.6% |
| 6M | +14.7% | -12.4% | +27.1% | +16.6% |
| YTD | +18.9% | -3.9% | +22.8% | +17.2% |
| 1Y | +19.9% | +18.4% | +1.6% | +11.2% |
| 3Y | +53.0% | +88.8% | -35.8% | +21.0% |
| All | +39.8% | +90.8% | -51.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling