+69.1%
CSCO vs IJH
+14.9%
+54.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +3.8% |
| 7D | +2.7% | -1.9% | +4.5% | +4.0% |
| 30D | -9.5% | -4.6% | -4.8% | -6.5% |
| 3M | -7.6% | -1.2% | -6.5% | -6.8% |
| 6M | +44.9% | +9.4% | +35.5% | +37.1% |
| YTD | +47.7% | +13.3% | +34.4% | +39.5% |
| 1Y | +69.1% | +13.4% | +55.7% | +61.1% |
| All | +69.1% | +14.9% | +54.2% | +61.1% |
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