+1,158.3%
IJR vs CHRW
+2,012.3%
-854.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -2.4% | -3.5% | +1.0% | -1.3% |
| 3M | +3.9% | -19.4% | +23.3% | +10.9% |
| 6M | +12.4% | -21.4% | +33.8% | +20.2% |
| YTD | +21.5% | -7.1% | +28.6% | +20.7% |
| 1Y | +24.0% | +17.8% | +6.2% | +11.0% |
| 3Y | +49.7% | +78.8% | -29.1% | +9.5% |
| 5Y | +39.7% | +83.5% | -43.8% | -1.6% |
| 10Y | +169.0% | +160.2% | +8.8% | +58.4% |
| All | +1,158.3% | +2,012.3% | -854.0% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling