+7.6%
IJH vs CART
+36.6%
-29.0%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -1.5% | +12.6% | -14.1% | -1.6% |
| 3M | +0.8% | +23.1% | -22.4% | +0.9% |
| 6M | +7.6% | +39.5% | -32.0% | +8.0% |
| All | +7.6% | +36.6% | -29.0% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling