+1,158.3%
IJR vs CTAS
+2,531.5%
-1,373.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.2% | -1.8% | +1.7% | +0.8% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +3.9% | +11.7% | -7.8% | -2.6% |
| 6M | +12.4% | +0.7% | +11.7% | +10.6% |
| YTD | +21.5% | +7.4% | +14.1% | +15.5% |
| 1Y | +24.0% | -2.1% | +26.1% | +23.4% |
| 3Y | +49.7% | +62.9% | -13.2% | +12.3% |
| 5Y | +39.7% | +111.9% | -72.2% | -9.5% |
| 10Y | +169.0% | +652.2% | -483.2% | -12.3% |
| All | +1,158.3% | +2,531.5% | -1,373.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling