+53.3%
IJH vs CART
+14.3%
+39.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | 0.0% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | -3.1% | -4.3% | +1.2% | -2.7% |
| 3M | +1.9% | +13.1% | -11.2% | +0.4% |
| 6M | +11.0% | +26.0% | -15.0% | +7.6% |
| YTD | +14.7% | +6.7% | +8.0% | +13.3% |
| 1Y | +15.6% | +6.3% | +9.3% | +13.8% |
| All | +53.3% | +14.3% | +39.0% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling