+17.4%
IJH vs CAG
-6.8%
+24.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.3% | +0.6% |
| 7D | +1.7% | +9.7% | -8.0% | +1.6% |
| 30D | +1.2% | +15.8% | -14.5% | +1.1% |
| 3M | -3.4% | +1.8% | -5.2% | -3.5% |
| 6M | +3.7% | +11.5% | -7.8% | +3.8% |
| YTD | +13.9% | -6.7% | +20.6% | +14.1% |
| 1Y | +17.4% | -5.6% | +23.1% | +16.6% |
| All | +17.4% | -6.8% | +24.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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