+1,158.3%
IJR vs CPB
+52.6%
+1,105.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.3% |
| 7D | -0.2% | -8.6% | +8.4% | +2.2% |
| 30D | -2.4% | -7.2% | +4.8% | -0.6% |
| 3M | +3.9% | +0.9% | +3.0% | +3.0% |
| 6M | +12.4% | -11.8% | +24.2% | +15.2% |
| YTD | +21.5% | -19.4% | +40.9% | +27.3% |
| 1Y | +24.0% | -30.4% | +54.4% | +35.0% |
| 3Y | +49.7% | -40.2% | +89.9% | +67.0% |
| 5Y | +39.7% | -39.5% | +79.2% | +52.5% |
| 10Y | +169.0% | -47.4% | +216.4% | +193.3% |
| All | +1,158.3% | +52.6% | +1,105.7% | +756.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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