+23.8%
IJR vs CSGP
-63.4%
+87.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +1.2% |
| 7D | -1.9% | +1.3% | -3.1% | -2.3% |
| 30D | +0.4% | +10.7% | -10.3% | -3.0% |
| 3M | -6.6% | +3.3% | -9.8% | -8.6% |
| 6M | -0.3% | -10.3% | +10.1% | +0.6% |
| YTD | +15.5% | -54.6% | +70.0% | +41.7% |
| 1Y | +19.2% | -54.6% | +73.9% | +46.2% |
| 3Y | +54.6% | -60.3% | +114.9% | +94.0% |
| All | +23.8% | -63.4% | +87.2% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling