+166.7%
IJR vs CNH
+157.1%
+9.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | -2.3% | -2.5% | +0.1% | -1.5% |
| 30D | -4.7% | +27.0% | -31.7% | -14.2% |
| 3M | +2.1% | +32.6% | -30.5% | -10.2% |
| 6M | +13.9% | +23.6% | -9.7% | +1.9% |
| YTD | +18.2% | +47.8% | -29.6% | -2.4% |
| 1Y | +21.8% | +21.3% | +0.6% | +8.9% |
| 3Y | +52.2% | +7.0% | +45.2% | +39.0% |
| 5Y | +40.1% | +10.2% | +29.9% | +21.5% |
| All | +166.7% | +157.1% | +9.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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