+136.1%
C vs IJH
+45.7%
+90.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.5% |
| 7D | +0.3% | -2.5% | +2.8% | +2.8% |
| 30D | +2.0% | -5.0% | +7.0% | +7.5% |
| 3M | +4.4% | +0.5% | +3.8% | +3.8% |
| 6M | +28.3% | +8.2% | +20.1% | +18.6% |
| YTD | +20.5% | +12.5% | +8.0% | +7.5% |
| 1Y | +45.5% | +14.4% | +31.2% | +27.7% |
| 3Y | +274.0% | +49.5% | +224.5% | +157.2% |
| 5Y | +136.1% | +47.8% | +88.3% | +58.1% |
| All | +136.1% | +45.7% | +90.5% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling