+598.8%
IJR vs CVE
+89.9%
+508.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.8% |
| 30D | -2.4% | +16.7% | -19.1% | -6.2% |
| 3M | +3.9% | +9.3% | -5.3% | +1.0% |
| 6M | +12.4% | +43.6% | -31.2% | +1.3% |
| YTD | +21.5% | +93.6% | -72.1% | +1.1% |
| 1Y | +24.0% | +98.8% | -74.8% | +2.1% |
| 3Y | +49.7% | +73.6% | -23.9% | +24.9% |
| 5Y | +39.7% | +312.5% | -272.8% | -10.6% |
| 10Y | +169.0% | +161.0% | +8.0% | +61.5% |
| All | +598.8% | +89.9% | +508.8% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling