+1,278.0%
AAPL vs IJH
+184.0%
+1,094.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.1% |
| 7D | +3.8% | -1.9% | +5.7% | +5.4% |
| 30D | +9.9% | -4.6% | +14.6% | +14.0% |
| 3M | +12.5% | -1.2% | +13.6% | +13.2% |
| 6M | +27.6% | +9.4% | +18.2% | +18.0% |
| YTD | +22.6% | +13.3% | +9.2% | +9.9% |
| 1Y | +45.0% | +13.4% | +31.6% | +29.7% |
| 3Y | +87.8% | +50.4% | +37.3% | +31.4% |
| 5Y | +128.7% | +49.0% | +79.7% | +61.3% |
| All | +1,278.0% | +184.0% | +1,094.0% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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