+16.9%
IJH vs CG
-24.3%
+41.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | +0.1% | -4.3% | +4.4% | +1.2% |
| 30D | -1.5% | -5.1% | +3.6% | -0.4% |
| 3M | +0.8% | +8.7% | -7.9% | -1.7% |
| 6M | +7.6% | -9.2% | +16.8% | +9.6% |
| YTD | +15.5% | -18.9% | +34.3% | +20.7% |
| 1Y | +16.9% | -25.6% | +42.5% | +23.1% |
| All | +16.9% | -24.3% | +41.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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