+1,075.9%
IJH vs CMS
+590.2%
+485.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.1% | +0.4% | -0.2% | 0.0% |
| 30D | -1.5% | -3.6% | +2.1% | -0.3% |
| 3M | +0.8% | -1.9% | +2.7% | +1.2% |
| 6M | +7.6% | -11.0% | +18.5% | +11.4% |
| YTD | +15.5% | +0.2% | +15.3% | +14.9% |
| 1Y | +16.9% | -1.3% | +18.2% | +16.7% |
| 3Y | +48.1% | +35.9% | +12.1% | +31.6% |
| 5Y | +47.8% | +23.1% | +24.7% | +34.5% |
| 10Y | +178.6% | +117.9% | +60.6% | +108.0% |
| All | +1,075.9% | +590.2% | +485.6% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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