+1,135.5%
IJR vs CHD
+4,370.5%
-3,235.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -1.1% | -4.2% | +3.0% | +0.3% |
| 30D | -3.6% | -7.6% | +3.9% | -1.2% |
| 3M | +2.3% | -1.6% | +3.9% | +2.6% |
| 6M | +14.3% | -6.3% | +20.7% | +16.3% |
| YTD | +19.3% | +14.6% | +4.7% | +13.2% |
| 1Y | +22.6% | +1.6% | +21.0% | +20.8% |
| 3Y | +53.5% | +3.1% | +50.4% | +48.0% |
| 5Y | +39.9% | +21.1% | +18.9% | +25.4% |
| 10Y | +172.1% | +128.6% | +43.4% | +83.0% |
| All | +1,135.5% | +4,370.5% | -3,235.0% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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