+3.5%
COR vs IJH
+17.8%
-14.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +4.0% |
| 7D | +9.1% | +1.7% | +7.5% | +9.2% |
| 30D | +12.4% | +1.2% | +11.2% | +12.4% |
| 3M | +15.8% | -3.4% | +19.2% | +15.3% |
| 6M | +17.1% | +3.7% | +13.4% | +15.9% |
| YTD | +5.4% | +13.9% | -8.5% | +2.0% |
| 1Y | +3.5% | +17.4% | -13.9% | -0.1% |
| All | +3.5% | +17.8% | -14.3% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling