+1,158.3%
IJR vs CMS
+590.2%
+568.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -2.4% | -3.6% | +1.2% | -1.3% |
| 3M | +3.9% | -1.9% | +5.9% | +4.4% |
| 6M | +12.4% | -11.0% | +23.4% | +16.3% |
| YTD | +21.5% | +0.2% | +21.3% | +20.9% |
| 1Y | +24.0% | -1.3% | +25.3% | +23.8% |
| 3Y | +49.7% | +35.9% | +13.8% | +33.6% |
| 5Y | +39.7% | +23.1% | +16.6% | +27.5% |
| 10Y | +169.0% | +117.9% | +51.1% | +101.4% |
| All | +1,158.3% | +590.2% | +568.1% | +473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling