+1,135.5%
IJR vs CAH
+1,155.9%
-20.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -3.6% | +1.2% | -4.8% | -4.1% |
| 3M | +2.3% | +13.1% | -10.8% | -2.3% |
| 6M | +14.3% | +8.5% | +5.9% | +10.4% |
| YTD | +19.3% | +17.6% | +1.7% | +11.3% |
| 1Y | +22.6% | +60.7% | -38.1% | +1.2% |
| 3Y | +53.5% | +183.2% | -129.6% | +0.5% |
| 5Y | +39.9% | +402.2% | -362.3% | -27.4% |
| 10Y | +172.1% | +302.3% | -130.3% | +42.8% |
| All | +1,135.5% | +1,155.9% | -20.5% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling