+13.4%
IJH vs CAPR
+37.0%
-23.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -1.9% | -11.0% | +9.1% | -1.8% |
| 30D | -4.6% | +99.8% | -104.4% | -4.8% |
| 3M | -1.2% | -66.6% | +65.4% | -1.1% |
| 6M | +9.4% | -75.1% | +84.5% | +9.6% |
| YTD | +13.3% | -71.0% | +84.3% | +13.5% |
| 1Y | +13.4% | +30.0% | -16.6% | +13.4% |
| All | +13.4% | +37.0% | -23.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling