+61.3%
IJR vs CRBG
+117.3%
-56.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -2.2% | +0.6% | -2.7% | -2.4% |
| 30D | -4.6% | +2.6% | -7.2% | -5.6% |
| 3M | +0.2% | +24.0% | -23.8% | -7.7% |
| 6M | +14.7% | +50.5% | -35.8% | -2.4% |
| YTD | +18.9% | +17.1% | +1.7% | +10.7% |
| 1Y | +19.9% | +5.9% | +14.1% | +15.7% |
| 3Y | +53.0% | +122.7% | -69.7% | +9.0% |
| All | +61.3% | +117.3% | -56.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling