+168.1%
IJR vs CRS
+1,392.1%
-1,224.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -2.2% | -6.8% | +4.6% | 0.0% |
| 30D | -4.6% | -16.1% | +11.5% | +0.8% |
| 3M | +0.2% | -21.2% | +21.4% | +7.5% |
| 6M | +14.7% | +8.7% | +6.0% | +9.7% |
| YTD | +18.9% | +41.0% | -22.1% | +3.5% |
| 1Y | +19.9% | +82.7% | -62.7% | -5.7% |
| 3Y | +53.0% | +604.8% | -551.8% | -28.7% |
| 5Y | +40.9% | +1,384.7% | -1,343.8% | -52.6% |
| All | +168.1% | +1,392.1% | -1,224.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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