+201.4%
B vs IJH
+184.0%
+17.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +6.3% | -4.6% | +11.0% | +8.1% |
| 3M | +12.1% | -1.2% | +13.3% | +12.7% |
| 6M | -3.1% | +9.4% | -12.5% | -5.4% |
| YTD | +2.0% | +13.3% | -11.4% | -1.4% |
| 1Y | +51.7% | +13.4% | +38.3% | +46.7% |
| 3Y | +190.5% | +50.4% | +140.1% | +159.5% |
| 5Y | +158.0% | +49.0% | +109.0% | +128.8% |
| All | +201.4% | +184.0% | +17.4% | +132.2% |
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