+49.3%
IJH vs CPB
-43.2%
+92.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -2.2% |
| 30D | -5.0% | -7.8% | +2.8% | -4.7% |
| 3M | +0.5% | -6.9% | +7.5% | +0.8% |
| 6M | +8.2% | -12.2% | +20.4% | +9.0% |
| YTD | +12.5% | -21.1% | +33.5% | +14.1% |
| 1Y | +14.4% | -33.5% | +47.9% | +18.0% |
| All | +49.3% | -43.2% | +92.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling