+168.1%
IJR vs CNP
+137.0%
+31.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.2% | -1.4% | -0.8% | -1.6% |
| 30D | -4.6% | -2.9% | -1.7% | -3.5% |
| 3M | +0.2% | -7.5% | +7.8% | +3.3% |
| 6M | +14.7% | -7.9% | +22.6% | +18.2% |
| YTD | +18.9% | +3.7% | +15.1% | +16.1% |
| 1Y | +19.9% | +4.6% | +15.3% | +16.5% |
| 3Y | +53.0% | +49.1% | +3.9% | +25.0% |
| 5Y | +40.9% | +69.2% | -28.4% | +7.6% |
| All | +168.1% | +137.0% | +31.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling