+262.9%
B vs IJH
+1,068.3%
-805.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +1.4% | -3.1% | +4.5% | +2.6% |
| 3M | +12.2% | +1.9% | +10.2% | +11.5% |
| 6M | -2.1% | +11.0% | -13.1% | -5.4% |
| YTD | +2.9% | +14.7% | -11.8% | -1.6% |
| 1Y | +55.3% | +15.6% | +39.7% | +48.2% |
| 3Y | +198.7% | +52.5% | +146.2% | +157.4% |
| 5Y | +153.8% | +49.1% | +104.7% | +117.9% |
| 10Y | +193.4% | +177.7% | +15.8% | +92.8% |
| All | +262.9% | +1,068.3% | -805.4% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling