+1,054.0%
IJH vs CAKE
+1,004.0%
+50.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -1.9% | -4.5% | +2.7% | -0.5% |
| 30D | -4.6% | -12.4% | +7.8% | -0.9% |
| 3M | -1.2% | +37.3% | -38.5% | -11.2% |
| 6M | +9.4% | +70.7% | -61.3% | -8.6% |
| YTD | +13.3% | +106.0% | -92.6% | -11.0% |
| 1Y | +13.4% | +79.7% | -66.3% | -7.5% |
| 3Y | +50.4% | +267.8% | -217.3% | -4.2% |
| 5Y | +49.0% | +159.9% | -110.9% | +1.1% |
| 10Y | +182.6% | +154.3% | +28.2% | +64.2% |
| All | +1,054.0% | +1,004.0% | +50.0% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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