+45.9%
CSCO vs IJH
+17.8%
+28.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | -6.1% | +1.7% | -7.7% | -7.2% |
| 30D | -8.2% | +1.2% | -9.4% | -9.0% |
| 3M | -14.6% | -3.4% | -11.1% | -12.4% |
| 6M | +12.7% | +3.7% | +9.0% | +10.4% |
| YTD | +37.0% | +13.9% | +23.1% | +29.9% |
| 1Y | +45.9% | +17.4% | +28.5% | +37.9% |
| All | +45.9% | +17.8% | +28.1% | +37.9% |
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