+47.8%
IJH vs CP
+32.2%
+15.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | -5.0% | -3.4% | -1.7% | -3.6% |
| 3M | +0.5% | -0.6% | +1.2% | +0.5% |
| 6M | +8.2% | +6.3% | +1.9% | +4.4% |
| YTD | +12.5% | +21.2% | -8.7% | +1.4% |
| 1Y | +14.4% | +20.0% | -5.6% | +3.4% |
| 3Y | +49.5% | +18.7% | +30.8% | +33.1% |
| 5Y | +47.8% | +34.8% | +13.0% | +19.4% |
| All | +47.8% | +32.2% | +15.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling