+1,054.0%
IJH vs CRS
+6,949.0%
-5,895.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -1.9% | -6.8% | +4.9% | +0.2% |
| 30D | -4.6% | -16.1% | +11.5% | +0.5% |
| 3M | -1.2% | -21.2% | +20.0% | +5.6% |
| 6M | +9.4% | +8.7% | +0.7% | +5.1% |
| YTD | +13.3% | +41.0% | -27.6% | -0.2% |
| 1Y | +13.4% | +82.7% | -69.3% | -9.0% |
| 3Y | +50.4% | +604.8% | -554.3% | -24.5% |
| 5Y | +49.0% | +1,384.7% | -1,335.7% | -43.7% |
| 10Y | +182.6% | +1,362.3% | -1,179.7% | -7.1% |
| All | +1,054.0% | +6,949.0% | -5,895.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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