+68.5%
COST vs IJH
+49.7%
+18.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | -4.7% | -4.6% | -0.1% | -3.4% |
| 3M | -7.1% | -1.2% | -6.0% | -6.9% |
| 6M | -8.5% | +9.4% | -17.9% | -11.6% |
| YTD | +5.4% | +13.3% | -7.9% | +0.4% |
| 1Y | -5.6% | +13.4% | -19.0% | -10.2% |
| 3Y | +68.5% | +50.4% | +18.0% | +39.8% |
| All | +68.5% | +49.7% | +18.7% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling