+32.0%
CTVA vs IJH
+17.8%
+14.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +8.2% | +1.7% | +6.5% | +7.7% |
| 30D | -1.0% | +1.2% | -2.3% | -1.4% |
| 3M | +4.6% | -3.4% | +8.0% | +5.6% |
| 6M | +0.5% | +3.7% | -3.2% | -1.3% |
| YTD | +22.7% | +13.9% | +8.8% | +14.7% |
| 1Y | +32.0% | +17.4% | +14.5% | +20.1% |
| All | +32.0% | +17.8% | +14.2% | +20.1% |
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