+179.3%
IJH vs CNP
+137.0%
+42.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -1.4% | -0.4% | -1.3% |
| 30D | -4.6% | -2.9% | -1.7% | -3.5% |
| 3M | -1.2% | -7.5% | +6.4% | +2.0% |
| 6M | +9.4% | -7.9% | +17.3% | +12.7% |
| YTD | +13.3% | +3.7% | +9.6% | +10.5% |
| 1Y | +13.4% | +4.6% | +8.8% | +10.0% |
| 3Y | +50.4% | +49.1% | +1.3% | +21.9% |
| 5Y | +49.0% | +69.2% | -20.3% | +12.7% |
| All | +179.3% | +137.0% | +42.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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