+53.6%
IJR vs CTAS
+66.0%
-12.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | -3.6% | -1.1% | -2.6% | -3.3% |
| 3M | +2.3% | +11.5% | -9.2% | -2.2% |
| 6M | +14.3% | +0.2% | +14.2% | +14.1% |
| YTD | +19.3% | +7.2% | +12.1% | +15.5% |
| 1Y | +22.6% | 0.0% | +22.6% | +22.1% |
| All | +53.6% | +66.0% | -12.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling