+1,055.9%
IJH vs CAG
+124.9%
+931.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.7% | -6.6% | +5.9% | +1.1% |
| 30D | -3.8% | +2.3% | -6.1% | -4.6% |
| 3M | 0.0% | +16.3% | -16.3% | -4.7% |
| 6M | +8.8% | -16.0% | +24.8% | +13.3% |
| YTD | +13.5% | -7.7% | +21.2% | +14.6% |
| 1Y | +15.4% | -16.0% | +31.4% | +19.4% |
| 3Y | +50.9% | -37.7% | +88.6% | +67.7% |
| 5Y | +47.8% | -41.2% | +89.0% | +65.4% |
| 10Y | +183.1% | -33.8% | +216.8% | +187.3% |
| All | +1,055.9% | +124.9% | +931.0% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling