+48.1%
IJH vs CG
-2.7%
+50.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -1.9% | -9.9% | +8.0% | +1.9% |
| 30D | -4.6% | -11.7% | +7.0% | -0.5% |
| 3M | -1.2% | -4.3% | +3.1% | -0.3% |
| 6M | +9.4% | -8.8% | +18.2% | +11.9% |
| YTD | +13.3% | -26.9% | +40.2% | +25.2% |
| 1Y | +13.4% | -35.4% | +48.8% | +30.8% |
| 3Y | +50.4% | +43.0% | +7.4% | +21.2% |
| All | +48.1% | -2.7% | +50.8% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling