+47.8%
IJH vs CPB
-40.6%
+88.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.5% | -5.4% | +2.9% | -2.1% |
| 30D | -5.0% | -7.8% | +2.8% | -4.5% |
| 3M | +0.5% | -6.9% | +7.5% | +1.0% |
| 6M | +8.2% | -12.2% | +20.4% | +9.3% |
| YTD | +12.5% | -21.1% | +33.5% | +14.7% |
| 1Y | +14.4% | -33.5% | +47.9% | +19.0% |
| 3Y | +49.5% | -43.2% | +92.7% | +56.5% |
| 5Y | +47.8% | -40.9% | +88.7% | +52.0% |
| All | +47.8% | -40.6% | +88.4% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling