+219.2%
CB vs IJH
+181.8%
+37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | -2.8% | -2.5% | -0.3% | -1.2% |
| 30D | -2.4% | -5.0% | +2.6% | +0.7% |
| 3M | +2.8% | +0.5% | +2.2% | +2.0% |
| 6M | +4.8% | +8.2% | -3.5% | -1.3% |
| YTD | +9.2% | +12.5% | -3.3% | 0.0% |
| 1Y | +22.8% | +14.4% | +8.4% | +10.9% |
| 3Y | +71.1% | +49.5% | +21.6% | +23.9% |
| 5Y | +101.0% | +47.8% | +53.2% | +43.5% |
| All | +219.2% | +181.8% | +37.4% | +42.4% |
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