+614.2%
IJH vs CF
+5,948.3%
-5,334.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.9% |
| 7D | +0.1% | +6.0% | -5.9% | -1.4% |
| 30D | -1.5% | +14.8% | -16.3% | -5.1% |
| 3M | +0.8% | +14.1% | -13.3% | -3.1% |
| 6M | +7.6% | +28.5% | -21.0% | -1.8% |
| YTD | +15.5% | +74.9% | -59.5% | -3.0% |
| 1Y | +16.9% | +61.7% | -44.8% | -0.1% |
| 3Y | +48.1% | +80.3% | -32.3% | +20.0% |
| 5Y | +47.8% | +226.0% | -178.2% | -3.1% |
| 10Y | +178.6% | +569.9% | -391.3% | +41.1% |
| All | +614.2% | +5,948.3% | -5,334.1% | +75.6% |
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