+225.0%
IJH vs CFG
+396.4%
-171.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -1.5% | -3.8% | +2.3% | +0.1% |
| 3M | +0.8% | +11.5% | -10.7% | -3.9% |
| 6M | +7.6% | +19.2% | -11.6% | -0.4% |
| YTD | +15.5% | +23.7% | -8.2% | +5.0% |
| 1Y | +16.9% | +38.8% | -21.9% | +1.0% |
| 3Y | +48.1% | +178.9% | -130.8% | -6.5% |
| 5Y | +47.8% | +101.8% | -54.0% | +3.6% |
| 10Y | +178.6% | +317.3% | -138.7% | +31.8% |
| All | +225.0% | +396.4% | -171.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling