+28.3%
CL vs IJH
+47.6%
-19.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -5.5% | -3.8% | -1.7% | -4.9% |
| 3M | +0.8% | 0.0% | +0.8% | +0.8% |
| 6M | -4.2% | +8.8% | -13.0% | -5.7% |
| YTD | +13.4% | +13.5% | -0.1% | +10.7% |
| 1Y | +7.1% | +15.4% | -8.3% | +4.0% |
| 3Y | +29.0% | +50.9% | -21.9% | +16.6% |
| 5Y | +28.3% | +47.8% | -19.5% | +14.6% |
| All | +28.3% | +47.6% | -19.3% | +14.6% |
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