-1.8%
CARR vs IJH
+17.8%
-19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.3% |
| 7D | -0.7% | +1.7% | -2.4% | -2.9% |
| 30D | +0.3% | +1.2% | -0.9% | -1.4% |
| 3M | -14.9% | -3.4% | -11.5% | -10.6% |
| 6M | -14.9% | +3.7% | -18.5% | -18.2% |
| YTD | +7.0% | +13.9% | -6.9% | -7.3% |
| 1Y | -1.8% | +17.4% | -19.2% | -18.0% |
| All | -1.8% | +17.8% | -19.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling