+189.0%
B vs IJH
+48.6%
+140.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.9% |
| 7D | -5.0% | -2.5% | -2.5% | -3.4% |
| 30D | +8.7% | -5.0% | +13.7% | +12.6% |
| 3M | +17.3% | +0.5% | +16.8% | +17.1% |
| 6M | -5.0% | +8.2% | -13.3% | -8.9% |
| YTD | +1.4% | +12.5% | -11.0% | -4.4% |
| 1Y | +50.5% | +14.4% | +36.1% | +40.6% |
| All | +189.0% | +48.6% | +140.5% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling