+209.3%
B vs IJH
+1,047.0%
-837.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -7.3% | +2.3% | -9.6% | -8.1% |
| 30D | -3.3% | +2.1% | -5.4% | -4.0% |
| 3M | -7.8% | -5.7% | -2.1% | -5.6% |
| 6M | -15.5% | +1.4% | -17.0% | -15.7% |
| YTD | -12.3% | +12.6% | -24.9% | -15.4% |
| 1Y | +5.4% | +16.1% | -10.7% | +0.5% |
| 3Y | +165.5% | +57.8% | +107.7% | +126.6% |
| 5Y | +107.0% | +36.8% | +70.2% | +83.6% |
| 10Y | +210.6% | +173.7% | +36.9% | +105.3% |
| All | +209.3% | +1,047.0% | -837.7% | +30.1% |
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 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