+1,158.3%
IJR vs CSGP
+1,329.4%
-171.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -0.2% | -4.1% | +3.9% | +1.0% |
| 30D | -2.4% | +2.3% | -4.7% | -3.5% |
| 3M | +3.9% | -8.2% | +12.1% | +5.4% |
| 6M | +12.4% | -35.1% | +47.5% | +25.5% |
| YTD | +21.5% | -54.0% | +75.5% | +48.6% |
| 1Y | +24.0% | -65.3% | +89.3% | +64.6% |
| 3Y | +49.7% | -62.6% | +112.3% | +91.1% |
| 5Y | +39.7% | -64.8% | +104.5% | +77.0% |
| 10Y | +169.0% | +45.1% | +123.9% | +119.6% |
| All | +1,158.3% | +1,329.4% | -171.0% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling