+338.5%
COP vs IJH
+184.0%
+154.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | +2.3% | -1.9% | +4.2% | +4.1% |
| 30D | +8.6% | -4.6% | +13.3% | +13.4% |
| 3M | +19.9% | -1.2% | +21.0% | +20.3% |
| 6M | +19.0% | +9.4% | +9.6% | +6.3% |
| YTD | +50.0% | +13.3% | +36.6% | +28.8% |
| 1Y | +50.5% | +13.4% | +37.1% | +28.9% |
| 3Y | +25.2% | +50.4% | -25.2% | -22.4% |
| 5Y | +194.3% | +49.0% | +145.3% | +77.7% |
| All | +338.5% | +184.0% | +154.5% | +35.9% |
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