+287.5%
CAH vs IJH
+184.0%
+103.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.1% |
| 30D | +0.2% | -4.6% | +4.8% | +3.0% |
| 3M | +6.3% | -1.2% | +7.5% | +6.8% |
| 6M | +9.4% | +9.4% | 0.0% | +3.2% |
| YTD | +15.0% | +13.3% | +1.6% | +6.0% |
| 1Y | +55.4% | +13.4% | +42.1% | +42.9% |
| 3Y | +173.8% | +50.4% | +123.4% | +104.0% |
| 5Y | +395.2% | +49.0% | +346.2% | +262.5% |
| All | +287.5% | +184.0% | +103.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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