+251.7%
CB vs IJH
+171.8%
+79.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +2.3% | +0.6% | +1.4% |
| 30D | +7.3% | +2.1% | +5.2% | +5.8% |
| 3M | +9.4% | -5.7% | +15.1% | +13.2% |
| 6M | +19.6% | +1.4% | +18.2% | +17.6% |
| YTD | +21.5% | +12.6% | +8.8% | +10.9% |
| 1Y | +28.0% | +16.1% | +11.9% | +14.3% |
| 3Y | +74.9% | +57.8% | +17.0% | +21.4% |
| 5Y | +108.1% | +36.8% | +71.4% | +58.2% |
| All | +251.7% | +171.8% | +79.9% | +59.7% |
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