+94.1%
CRH vs IJH
+48.0%
+46.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | -6.1% | -1.9% | -4.2% | -4.1% |
| 30D | -9.3% | -4.6% | -4.6% | -4.5% |
| 3M | -15.2% | -1.2% | -14.0% | -14.0% |
| 6M | -14.2% | +9.4% | -23.6% | -21.5% |
| YTD | -28.3% | +13.3% | -41.6% | -36.6% |
| 1Y | -21.8% | +13.4% | -35.2% | -31.1% |
| 3Y | +71.6% | +50.4% | +21.2% | +14.2% |
| All | +94.1% | +48.0% | +46.2% | +30.1% |
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 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