+168.1%
IJR vs CAH
+294.8%
-126.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.2% | -5.1% | +2.9% | -0.6% |
| 30D | -4.6% | +0.2% | -4.8% | -4.7% |
| 3M | +0.2% | +6.3% | -6.1% | -1.9% |
| 6M | +14.7% | +9.4% | +5.3% | +10.9% |
| YTD | +18.9% | +15.0% | +3.9% | +12.6% |
| 1Y | +19.9% | +55.4% | -35.5% | +1.9% |
| 3Y | +53.0% | +173.8% | -120.8% | +3.9% |
| 5Y | +40.9% | +395.2% | -354.3% | -24.9% |
| All | +168.1% | +294.8% | -126.7% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling