+1,068.3%
IJH vs CHRW
+2,047.5%
-979.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | -3.1% | +0.9% | -4.1% | -3.6% |
| 3M | +1.9% | -19.9% | +21.8% | +8.6% |
| 6M | +11.0% | -15.8% | +26.8% | +15.4% |
| YTD | +14.7% | -5.6% | +20.3% | +13.5% |
| 1Y | +15.6% | +21.0% | -5.5% | +3.3% |
| 3Y | +52.5% | +86.0% | -33.5% | +12.3% |
| 5Y | +49.1% | +88.6% | -39.6% | +6.6% |
| 10Y | +177.7% | +169.3% | +8.4% | +67.6% |
| All | +1,068.3% | +2,047.5% | -979.2% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling