+1,131.0%
IJR vs CRS
+6,949.0%
-5,818.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -2.2% | -6.8% | +4.6% | +0.1% |
| 30D | -4.6% | -16.1% | +11.5% | +0.9% |
| 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% | +3.6% |
| 1Y | +19.9% | +82.7% | -62.7% | -5.5% |
| 3Y | +53.0% | +604.8% | -551.8% | -27.1% |
| 5Y | +40.9% | +1,384.7% | -1,343.8% | -50.5% |
| 10Y | +171.1% | +1,362.3% | -1,191.3% | -16.4% |
| All | +1,131.0% | +6,949.0% | -5,818.0% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling