+17.4%
IJH vs CLBK
+65.7%
-48.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +1.7% | +4.6% | -2.9% | +0.7% |
| 30D | +1.2% | -1.5% | +2.7% | +1.6% |
| 3M | -3.4% | +4.4% | -7.8% | -4.5% |
| 6M | +3.7% | +31.7% | -28.0% | -3.9% |
| YTD | +13.9% | +58.7% | -44.8% | +0.6% |
| 1Y | +17.4% | +64.9% | -47.4% | +1.8% |
| All | +17.4% | +65.7% | -48.3% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling