+24.0%
IJR vs CHYM
+38.9%
-14.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -2.4% | +30.2% | -32.7% | -5.7% |
| 3M | +3.9% | +85.9% | -82.0% | -4.7% |
| 6M | +12.4% | +49.9% | -37.5% | +5.4% |
| YTD | +21.5% | +34.1% | -12.6% | +15.1% |
| 1Y | +24.0% | +37.0% | -13.0% | +14.5% |
| All | +24.0% | +38.9% | -14.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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