+39.8%
IJR vs CNP
+67.8%
-28.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.2% | -1.4% | -0.8% | -1.7% |
| 30D | -4.6% | -2.9% | -1.7% | -3.7% |
| 3M | +0.2% | -7.5% | +7.8% | +2.7% |
| 6M | +14.7% | -7.9% | +22.6% | +17.5% |
| YTD | +18.9% | +3.7% | +15.1% | +16.3% |
| 1Y | +19.9% | +4.6% | +15.3% | +16.7% |
| 3Y | +53.0% | +49.1% | +3.9% | +26.1% |
| All | +39.8% | +67.8% | -28.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling