+14.4%
IJH vs CF
+63.1%
-48.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -1.1% |
| 7D | -2.5% | -2.0% | -0.5% | -2.6% |
| 30D | -5.0% | +15.3% | -20.3% | -3.8% |
| 3M | +0.5% | +24.3% | -23.8% | +2.4% |
| 6M | +8.2% | +23.9% | -15.7% | +8.6% |
| YTD | +12.4% | +77.3% | -64.8% | +7.9% |
| 1Y | +14.4% | +58.7% | -44.3% | +11.4% |
| All | +14.4% | +63.1% | -48.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling