+564.1%
IJR vs CVE
+61.8%
+502.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.9% | -16.1% | +14.2% | +2.2% |
| 30D | +0.4% | -10.4% | +10.8% | +2.8% |
| 3M | -6.6% | -2.4% | -4.2% | -6.6% |
| 6M | -0.3% | -4.4% | +4.2% | -0.5% |
| YTD | +15.5% | +64.9% | -49.5% | -0.5% |
| 1Y | +19.2% | +66.0% | -46.8% | +2.4% |
| 3Y | +54.6% | +57.7% | -3.1% | +31.6% |
| 5Y | +23.8% | +144.7% | -121.0% | -9.7% |
| 10Y | +175.0% | +139.2% | +35.8% | +67.6% |
| All | +564.1% | +61.8% | +502.3% | +331.9% |
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