+179.3%
COR vs IJH
+48.0%
+131.4%
-32.4%
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% | +0.1% |
| 7D | -2.8% | -1.9% | -1.0% | -2.5% |
| 30D | +2.6% | -4.6% | +7.2% | +3.4% |
| 3M | +14.5% | -1.2% | +15.6% | +14.6% |
| 6M | -7.8% | +9.4% | -17.2% | -9.8% |
| YTD | -4.2% | +13.3% | -17.6% | -7.0% |
| 1Y | +7.0% | +13.4% | -6.4% | +3.9% |
| 3Y | +85.5% | +50.4% | +35.1% | +64.5% |
| All | +179.3% | +48.0% | +131.4% | +146.4% |
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