+183.1%
IJH vs CF
+599.7%
-416.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -3.8% | +14.3% | -18.1% | -7.0% |
| 3M | 0.0% | +27.9% | -27.8% | -6.2% |
| 6M | +8.8% | +25.5% | -16.8% | +0.3% |
| YTD | +13.5% | +81.2% | -67.7% | -5.6% |
| 1Y | +15.4% | +66.5% | -51.1% | -2.2% |
| 3Y | +50.9% | +76.7% | -25.7% | +22.5% |
| 5Y | +47.8% | +237.8% | -190.0% | -9.1% |
| 10Y | +183.1% | +619.9% | -436.8% | +39.8% |
| All | +183.1% | +599.7% | -416.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling