+370.0%
IJH vs CG
+323.7%
+46.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.4% |
| 7D | -0.7% | -6.4% | +5.7% | +1.6% |
| 30D | -3.8% | -7.1% | +3.2% | -1.5% |
| 3M | 0.0% | -1.6% | +1.6% | 0.0% |
| 6M | +8.8% | -8.3% | +17.1% | +11.0% |
| YTD | +13.5% | -23.8% | +37.3% | +23.2% |
| 1Y | +15.4% | -28.7% | +44.1% | +27.7% |
| 3Y | +50.9% | +49.2% | +1.8% | +22.7% |
| 5Y | +47.8% | +5.5% | +42.3% | +30.9% |
| 10Y | +183.1% | +331.2% | -148.2% | +59.0% |
| All | +370.0% | +323.7% | +46.3% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling