+167.5%
IJR vs CVE
+136.7%
+30.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +0.2% | -10.1% | +10.2% | +2.4% |
| 30D | +3.0% | -12.1% | +15.1% | +5.7% |
| 3M | -4.5% | -1.9% | -2.6% | -4.6% |
| 6M | +3.1% | -1.8% | +5.0% | +2.3% |
| YTD | +18.9% | +65.8% | -46.9% | +3.8% |
| 1Y | +21.7% | +60.8% | -39.1% | +6.9% |
| 3Y | +64.0% | +70.1% | -6.1% | +39.4% |
| 5Y | +27.6% | +134.8% | -107.2% | -2.7% |
| 10Y | +167.5% | +130.1% | +37.4% | +59.7% |
| All | +167.5% | +136.7% | +30.8% | +59.7% |
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