+179.3%
IJH vs CAG
-36.2%
+215.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.9% | -5.7% | +3.8% | -0.8% |
| 30D | -4.6% | -2.4% | -2.2% | -4.3% |
| 3M | -1.2% | +9.8% | -10.9% | -3.2% |
| 6M | +9.4% | -10.8% | +20.2% | +11.3% |
| YTD | +13.3% | -10.8% | +24.1% | +14.9% |
| 1Y | +13.4% | -19.0% | +32.3% | +17.1% |
| 3Y | +50.4% | -39.7% | +90.1% | +63.2% |
| 5Y | +49.0% | -43.0% | +91.9% | +62.6% |
| All | +179.3% | -36.2% | +215.4% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling