+52.9%
CL vs IJH
+181.8%
-128.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -4.8% | -5.0% | +0.3% | -3.3% |
| 3M | -1.7% | +0.5% | -2.3% | -2.0% |
| 6M | -3.8% | +8.2% | -12.1% | -6.4% |
| YTD | +13.3% | +12.5% | +0.8% | +8.8% |
| 1Y | +8.3% | +14.4% | -6.1% | +3.3% |
| 3Y | +28.8% | +49.5% | -20.7% | +10.2% |
| 5Y | +28.5% | +47.8% | -19.3% | +8.8% |
| All | +52.9% | +181.8% | -128.9% | -1.9% |
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