+168.1%
IJR vs CRL
+256.1%
-88.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -2.2% | -3.5% | +1.4% | -1.0% |
| 30D | -4.6% | -2.1% | -2.4% | -4.0% |
| 3M | +0.2% | +48.0% | -47.7% | -12.6% |
| 6M | +14.7% | +64.7% | -50.0% | -4.7% |
| YTD | +18.9% | +39.5% | -20.6% | +3.8% |
| 1Y | +19.9% | +74.2% | -54.3% | -3.7% |
| 3Y | +53.0% | +39.4% | +13.7% | +25.6% |
| 5Y | +40.9% | -36.9% | +77.8% | +51.8% |
| All | +168.1% | +256.1% | -88.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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