+600.1%
IJH vs CF
+5,449.8%
-4,849.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | 0.0% | +4.8% | -4.8% | -1.3% |
| 30D | +1.0% | +9.7% | -8.7% | -1.6% |
| 3M | -4.1% | +1.2% | -5.3% | -5.0% |
| 6M | +0.7% | +7.4% | -6.6% | -2.4% |
| YTD | +13.2% | +60.5% | -47.3% | -3.3% |
| 1Y | +14.9% | +50.7% | -35.8% | -0.4% |
| 3Y | +58.4% | +64.8% | -6.4% | +31.0% |
| 5Y | +38.7% | +115.8% | -77.1% | +1.6% |
| 10Y | +177.9% | +481.0% | -303.1% | +46.0% |
| All | +600.1% | +5,449.8% | -4,849.7% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling