+39.9%
IJR vs CMS
+23.1%
+16.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.6% | -1.3% | -2.3% | -3.3% |
| 3M | +2.3% | -5.4% | +7.7% | +3.8% |
| 6M | +14.3% | -10.3% | +24.7% | +17.8% |
| YTD | +19.3% | -0.2% | +19.5% | +18.7% |
| 1Y | +22.6% | -0.9% | +23.5% | +22.1% |
| 3Y | +53.5% | +34.0% | +19.6% | +36.2% |
| 5Y | +39.9% | +23.6% | +16.4% | +24.9% |
| All | +39.9% | +23.1% | +16.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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