-16.6%
CRH vs IJH
+12.9%
-29.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | +1.8% |
| 7D | +5.3% | -3.4% | +8.7% | +10.3% |
| 30D | +14.2% | -3.1% | +17.3% | +19.1% |
| 3M | -4.2% | -6.6% | +2.5% | +5.1% |
| 6M | -14.5% | -1.6% | -12.9% | -12.5% |
| YTD | -22.7% | +9.5% | -32.1% | -29.0% |
| 1Y | -16.6% | +12.1% | -28.6% | -25.1% |
| All | -16.6% | +12.9% | -29.4% | -25.1% |
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