+24.0%
IJR vs CAH
+65.8%
-41.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -0.2% | +5.4% | -5.5% | -0.3% |
| 30D | -2.4% | +3.3% | -5.7% | -2.5% |
| 3M | +3.9% | +22.8% | -18.9% | +3.5% |
| 6M | +12.4% | +11.3% | +1.1% | +12.0% |
| YTD | +21.5% | +21.1% | +0.4% | +21.3% |
| 1Y | +24.0% | +67.2% | -43.3% | +22.0% |
| All | +24.0% | +65.8% | -41.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling