+150.3%
IJR vs CP
+257.3%
-107.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | +2.1% | 0.0% | +1.0% |
| 30D | +3.8% | +9.3% | -5.5% | -1.2% |
| 3M | -5.7% | +0.5% | -6.2% | -6.2% |
| 6M | +4.6% | +10.4% | -5.8% | -1.5% |
| YTD | +18.0% | +28.7% | -10.7% | +1.3% |
| 1Y | +21.8% | +33.2% | -11.4% | +2.6% |
| 3Y | +61.1% | +38.4% | +22.6% | +30.4% |
| 5Y | +27.3% | +26.2% | +1.1% | +6.5% |
| All | +150.3% | +257.3% | -107.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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