+487.8%
IJH vs CAPR
-99.1%
+586.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | +1.0% | -9.5% | +10.5% | +1.1% |
| 30D | -3.1% | +121.5% | -124.6% | -4.2% |
| 3M | +1.9% | -65.4% | +67.3% | +2.3% |
| 6M | +11.0% | -67.5% | +78.5% | +11.5% |
| YTD | +14.7% | -68.6% | +83.3% | +15.2% |
| 1Y | +15.6% | +42.7% | -27.1% | +11.0% |
| 3Y | +52.5% | +43.4% | +9.2% | +44.0% |
| 5Y | +49.1% | +86.0% | -37.0% | +39.3% |
| 10Y | +177.7% | -77.4% | +255.1% | +151.3% |
| All | +487.8% | -99.1% | +586.9% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling