-1.4%
CARR vs IJH
+9.6%
-11.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +0.1% |
| 7D | -3.8% | -1.9% | -1.9% | -0.6% |
| 30D | -8.9% | -4.6% | -4.3% | -1.3% |
| 3M | -17.3% | -1.2% | -16.2% | -15.5% |
| 6M | -1.4% | +9.4% | -10.8% | -13.2% |
| All | -1.4% | +9.6% | -11.0% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling