+179.3%
IJH vs CAPR
-78.4%
+257.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -1.9% | -11.0% | +9.1% | -1.7% |
| 30D | -4.6% | +99.8% | -104.4% | -5.9% |
| 3M | -1.2% | -66.6% | +65.4% | -0.6% |
| 6M | +9.4% | -75.1% | +84.5% | +10.5% |
| YTD | +13.3% | -71.0% | +84.3% | +14.1% |
| 1Y | +13.4% | +30.0% | -16.6% | +7.3% |
| 3Y | +50.4% | +29.0% | +21.5% | +38.0% |
| 5Y | +49.0% | +70.8% | -21.9% | +34.0% |
| All | +179.3% | -78.4% | +257.7% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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