+1,060.8%
IJR vs CRL
+1,339.8%
-279.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -3.1% | +5.0% | -8.1% | -4.7% |
| 3M | +4.4% | +50.6% | -46.2% | -8.4% |
| 6M | +16.1% | +60.9% | -44.8% | -1.3% |
| YTD | +20.6% | +40.7% | -20.2% | +6.2% |
| 1Y | +22.9% | +73.3% | -50.5% | +0.8% |
| 3Y | +55.2% | +40.6% | +14.6% | +29.4% |
| 5Y | +41.1% | -37.0% | +78.1% | +45.5% |
| 10Y | +167.0% | +244.3% | -77.3% | +58.3% |
| All | +1,060.8% | +1,339.8% | -279.0% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling