+150.3%
IJR vs CVE
+149.3%
+1.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.2% | +5.9% | -3.8% | +0.9% |
| 30D | +3.8% | -10.9% | +14.7% | +6.2% |
| 3M | -5.7% | -4.5% | -1.2% | -5.3% |
| 6M | +4.6% | -1.0% | +5.6% | +3.7% |
| YTD | +18.0% | +74.7% | -56.8% | +1.8% |
| 1Y | +21.8% | +65.8% | -44.0% | +6.3% |
| 3Y | +61.1% | +73.2% | -12.1% | +36.4% |
| 5Y | +27.3% | +155.6% | -128.3% | -4.7% |
| All | +150.3% | +149.3% | +1.0% | +48.2% |
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