+222.9%
IJH vs CFG
+390.8%
-167.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +1.0% | +2.7% | -1.7% | -0.1% |
| 30D | -3.1% | -3.7% | +0.6% | -1.7% |
| 3M | +1.9% | +9.5% | -7.5% | -2.1% |
| 6M | +11.0% | +22.2% | -11.2% | +1.7% |
| YTD | +14.7% | +22.3% | -7.6% | +4.8% |
| 1Y | +15.6% | +39.4% | -23.9% | -0.3% |
| 3Y | +52.5% | +188.5% | -135.9% | -5.0% |
| 5Y | +49.1% | +101.5% | -52.5% | +4.5% |
| 10Y | +177.7% | +308.6% | -131.0% | +32.4% |
| All | +222.9% | +390.8% | -167.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling