+60.9%
IJH vs CART
+112.9%
-52.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.5% |
| 30D | +1.3% | +22.4% | -21.1% | -0.9% |
| 3M | -4.1% | +16.5% | -20.6% | -5.8% |
| 6M | +1.1% | +44.9% | -43.8% | -3.3% |
| YTD | +13.6% | +30.0% | -16.4% | +9.7% |
| 1Y | +16.0% | +59.1% | -43.0% | +8.7% |
| 3Y | +60.9% | +138.8% | -77.9% | +37.1% |
| All | +60.9% | +112.9% | -52.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling