+48.1%
IJH vs CAPR
+69.4%
-21.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | -1.2% | -66.6% | +65.4% | -0.8% |
| 6M | +9.4% | -75.1% | +84.5% | +10.1% |
| YTD | +13.3% | -71.0% | +84.3% | +13.8% |
| 1Y | +13.4% | +30.0% | -16.6% | +9.3% |
| 3Y | +50.4% | +29.0% | +21.5% | +35.4% |
| All | +48.1% | +69.4% | -21.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling