+56.1%
CDE vs IJH
+184.0%
-127.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -3.1% | -1.9% | -1.2% | -1.0% |
| 30D | +9.5% | -4.6% | +14.1% | +15.8% |
| 3M | +25.5% | -1.2% | +26.6% | +28.1% |
| 6M | -7.9% | +9.4% | -17.3% | -15.1% |
| YTD | +15.6% | +13.3% | +2.2% | +3.4% |
| 1Y | +34.0% | +13.4% | +20.7% | +20.2% |
| 3Y | +791.9% | +50.4% | +741.5% | +506.8% |
| 5Y | +197.7% | +49.0% | +148.8% | +107.2% |
| All | +56.1% | +184.0% | -127.9% | -37.2% |
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 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