+1,054.0%
IJH vs CGNX
+539.2%
+514.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.4% |
| 7D | -1.9% | +3.2% | -5.0% | -2.7% |
| 30D | -4.6% | +6.0% | -10.6% | -6.4% |
| 3M | -1.2% | +3.5% | -4.7% | -2.9% |
| 6M | +9.4% | +26.3% | -16.9% | +1.1% |
| YTD | +13.3% | +79.2% | -65.9% | -7.4% |
| 1Y | +13.4% | +43.8% | -30.4% | -2.2% |
| 3Y | +50.4% | +52.0% | -1.5% | +23.1% |
| 5Y | +49.0% | -24.0% | +73.0% | +44.3% |
| 10Y | +182.6% | +189.1% | -6.5% | +79.4% |
| All | +1,054.0% | +539.2% | +514.8% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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