+167.0%
IJR vs CVE
+170.0%
-3.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -3.1% | +17.5% | -20.6% | -6.7% |
| 3M | +4.4% | +16.2% | -11.8% | +0.4% |
| 6M | +16.1% | +47.8% | -31.6% | +5.1% |
| YTD | +20.6% | +98.5% | -77.9% | +1.6% |
| 1Y | +22.9% | +109.8% | -86.9% | +1.9% |
| 3Y | +55.2% | +75.5% | -20.3% | +31.4% |
| 5Y | +41.1% | +341.6% | -300.5% | -6.5% |
| 10Y | +167.0% | +159.8% | +7.2% | +57.5% |
| All | +167.0% | +170.0% | -3.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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