+8,042.8%
COR vs IJH
+1,055.9%
+6,986.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | -3.9% | -0.7% | -3.1% | -3.5% |
| 30D | -0.3% | -3.8% | +3.5% | +1.7% |
| 3M | +15.9% | 0.0% | +15.9% | +15.5% |
| 6M | -10.3% | +8.8% | -19.0% | -14.8% |
| YTD | -3.7% | +13.5% | -17.2% | -10.8% |
| 1Y | +9.1% | +15.4% | -6.3% | -0.1% |
| 3Y | +86.6% | +50.9% | +35.6% | +42.8% |
| 5Y | +180.9% | +47.8% | +133.1% | +112.8% |
| 10Y | +407.4% | +183.1% | +224.4% | +160.1% |
| All | +8,042.8% | +1,055.9% | +6,986.9% | +1,761.6% |
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