+6,651.5%
CME vs IJH
+1,087.9%
+5,563.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | +4.7% | -3.8% | +8.5% | +7.9% |
| 3M | +7.8% | 0.0% | +7.8% | +7.2% |
| 6M | -11.0% | +8.8% | -19.7% | -18.0% |
| YTD | +4.0% | +13.5% | -9.5% | -7.9% |
| 1Y | +9.1% | +15.4% | -6.3% | -5.2% |
| 3Y | +52.3% | +50.9% | +1.4% | -1.3% |
| 5Y | +76.1% | +47.8% | +28.3% | +10.9% |
| 10Y | +280.6% | +183.1% | +97.5% | +17.6% |
| All | +6,651.5% | +1,087.9% | +5,563.6% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling