+19.9%
IJH vs CYCU
-99.9%
+119.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.1% | -8.1% | +8.2% | +0.1% |
| 30D | -1.5% | -43.0% | +41.5% | -1.3% |
| 3M | +0.8% | -50.8% | +51.6% | +1.2% |
| 6M | +7.6% | -74.1% | +81.7% | +8.6% |
| YTD | +15.5% | -84.0% | +99.4% | +17.4% |
| 1Y | +16.9% | -92.2% | +109.1% | +17.1% |
| All | +19.9% | -99.9% | +119.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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