+477.1%
IJH vs CAPR
-99.0%
+576.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | 0.0% |
| 7D | +2.3% | +5.9% | -3.6% | +2.2% |
| 30D | +2.1% | +44.6% | -42.6% | +1.5% |
| 3M | -5.7% | +126.4% | -132.0% | -6.9% |
| 6M | +1.4% | -68.6% | +70.0% | +1.8% |
| YTD | +12.6% | -67.0% | +79.6% | +12.9% |
| 1Y | +16.1% | +65.2% | -49.0% | +11.2% |
| 3Y | +57.8% | +235.6% | -177.7% | +47.3% |
| 5Y | +36.8% | +175.4% | -138.7% | +27.1% |
| 10Y | +173.7% | -65.0% | +238.7% | +146.8% |
| All | +477.1% | -99.0% | +576.1% | +414.3% |
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