+586.7%
IJR vs CVE
+67.5%
+519.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +3.5% | -10.8% | +14.4% | +6.1% |
| 3M | -3.8% | -4.3% | +0.6% | -3.3% |
| 6M | +4.3% | -1.5% | +5.8% | +3.3% |
| YTD | +19.4% | +70.7% | -51.3% | +2.0% |
| 1Y | +20.5% | +58.1% | -37.6% | +4.9% |
| 3Y | +63.0% | +69.8% | -6.8% | +36.3% |
| 5Y | +28.6% | +148.9% | -120.4% | -6.5% |
| 10Y | +157.2% | +143.5% | +13.6% | +56.2% |
| All | +586.7% | +67.5% | +519.2% | +342.9% |
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