+167.0%
IJR vs CSGP
+41.1%
+125.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +0.9% | -5.1% | +6.1% | +2.6% |
| 30D | -3.1% | +0.3% | -3.5% | -3.7% |
| 3M | +4.4% | -9.1% | +13.5% | +6.4% |
| 6M | +16.1% | -37.3% | +53.4% | +33.4% |
| YTD | +20.6% | -54.9% | +75.5% | +53.4% |
| 1Y | +22.9% | -65.5% | +88.4% | +72.0% |
| 3Y | +55.2% | -63.3% | +118.5% | +107.3% |
| 5Y | +41.1% | -65.8% | +106.9% | +87.7% |
| 10Y | +167.0% | +40.1% | +126.9% | +113.5% |
| All | +167.0% | +41.1% | +125.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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