+51.2%
CI vs IJH
+36.2%
+15.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | +2.6% | +2.1% | +0.5% | +1.8% |
| 3M | +7.4% | -5.7% | +13.1% | +9.5% |
| 6M | -0.1% | +1.4% | -1.5% | -1.0% |
| YTD | +9.7% | +12.6% | -2.9% | +4.5% |
| 1Y | +12.1% | +16.1% | -4.0% | +5.6% |
| 3Y | +7.0% | +57.8% | -50.8% | -12.5% |
| All | +51.2% | +36.2% | +15.0% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling