+21.8%
IJR vs CNH
+20.2%
+1.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -2.3% | -2.5% | +0.1% | -1.9% |
| 30D | -4.7% | +27.0% | -31.7% | -9.7% |
| 3M | +2.1% | +32.6% | -30.5% | -4.6% |
| 6M | +13.9% | +23.6% | -9.7% | +7.6% |
| YTD | +18.2% | +47.8% | -29.6% | +5.3% |
| 1Y | +21.8% | +21.3% | +0.6% | +14.7% |
| All | +21.8% | +20.2% | +1.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling