+168.1%
IJR vs CTAS
+687.6%
-519.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -4.6% | -0.7% | -3.9% | -4.3% |
| 3M | +0.2% | +11.1% | -10.8% | -6.0% |
| 6M | +14.7% | +2.1% | +12.6% | +12.1% |
| YTD | +18.9% | +8.0% | +10.9% | +12.5% |
| 1Y | +19.9% | -0.5% | +20.4% | +18.5% |
| 3Y | +53.0% | +66.2% | -13.2% | +10.7% |
| 5Y | +40.9% | +109.2% | -68.3% | -11.6% |
| All | +168.1% | +687.6% | -519.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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