+184.8%
COP vs IJH
+48.0%
+136.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | +8.6% | -4.6% | +13.3% | +11.5% |
| 3M | +19.9% | -1.2% | +21.0% | +20.1% |
| 6M | +19.0% | +9.4% | +9.6% | +10.7% |
| YTD | +50.0% | +13.3% | +36.6% | +35.9% |
| 1Y | +50.5% | +13.4% | +37.1% | +36.2% |
| 3Y | +25.2% | +50.4% | -25.2% | -7.6% |
| All | +184.8% | +48.0% | +136.8% | +110.5% |
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