+179.3%
IJH vs CHRW
+183.1%
-3.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | +3.5% | -5.3% | -2.8% |
| 30D | -4.6% | +4.6% | -9.2% | -5.9% |
| 3M | -1.2% | -19.7% | +18.6% | +4.2% |
| 6M | +9.4% | -12.4% | +21.8% | +11.7% |
| YTD | +13.3% | -3.9% | +17.2% | +11.4% |
| 1Y | +13.4% | +18.4% | -5.0% | +3.3% |
| 3Y | +50.4% | +88.8% | -38.4% | +12.8% |
| 5Y | +49.0% | +93.5% | -44.6% | +7.5% |
| All | +179.3% | +183.1% | -3.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling