+50.8%
CDE vs IJH
+18.2%
+32.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | +21.9% | -1.5% | +23.4% | +26.5% |
| 3M | +14.9% | +0.8% | +14.2% | +14.4% |
| 6M | -10.5% | +7.6% | -18.1% | -21.4% |
| YTD | +19.3% | +15.5% | +3.8% | -5.2% |
| 1Y | +50.8% | +16.9% | +33.9% | +18.2% |
| All | +50.8% | +18.2% | +32.6% | +18.2% |
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 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