+179.3%
IJH vs CRL
+256.1%
-76.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -1.9% | -3.5% | +1.7% | -0.7% |
| 30D | -4.6% | -2.1% | -2.5% | -4.1% |
| 3M | -1.2% | +48.0% | -49.1% | -13.9% |
| 6M | +9.4% | +64.7% | -55.3% | -9.2% |
| YTD | +13.3% | +39.5% | -26.2% | -1.1% |
| 1Y | +13.4% | +74.2% | -60.8% | -9.2% |
| 3Y | +50.4% | +39.4% | +11.1% | +22.4% |
| 5Y | +49.0% | -36.9% | +85.9% | +62.2% |
| All | +179.3% | +256.1% | -76.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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