+17.5%
IJR vs CHYM
+63.9%
-46.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.9% |
| 7D | -3.2% | +4.5% | -7.7% | -3.6% |
| 30D | -1.0% | +9.2% | -10.1% | -1.9% |
| 3M | -7.4% | +16.4% | -23.8% | -9.4% |
| 6M | +0.2% | +45.2% | -45.0% | -5.3% |
| YTD | +15.3% | +19.9% | -4.6% | +10.4% |
| 1Y | +17.5% | +57.8% | -40.4% | +7.1% |
| All | +17.5% | +63.9% | -46.5% | +7.1% |
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