+19.2%
IJR vs CRBG
+15.6%
+3.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.9% | -2.1% | +0.2% | -1.3% |
| 30D | +0.4% | -0.9% | +1.3% | +0.7% |
| 3M | -6.6% | +1.0% | -7.5% | -6.9% |
| 6M | -0.3% | +23.5% | -23.7% | -6.2% |
| YTD | +15.5% | +16.0% | -0.5% | +10.6% |
| 1Y | +19.2% | +17.9% | +1.3% | +12.8% |
| All | +19.2% | +15.6% | +3.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling