+1,068.3%
IJH vs CPB
+55.4%
+1,012.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +1.0% | -8.2% | +9.2% | +3.2% |
| 30D | -3.1% | -5.6% | +2.5% | -1.9% |
| 3M | +1.9% | +3.0% | -1.0% | +0.5% |
| 6M | +11.0% | -12.7% | +23.7% | +14.0% |
| YTD | +14.7% | -18.0% | +32.7% | +19.4% |
| 1Y | +15.6% | -31.7% | +47.3% | +26.2% |
| 3Y | +52.5% | -41.0% | +93.5% | +70.2% |
| 5Y | +49.1% | -38.4% | +87.5% | +61.4% |
| 10Y | +177.7% | -45.0% | +222.6% | +197.0% |
| All | +1,068.3% | +55.4% | +1,012.9% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling