-39.1%
C vs IJH
+1,075.9%
-1,115.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +0.1% | -1.5% | +1.6% | +2.1% |
| 3M | +2.4% | +0.8% | +1.7% | +1.3% |
| 6M | +24.9% | +7.6% | +17.4% | +12.8% |
| YTD | +19.8% | +15.5% | +4.3% | -1.8% |
| 1Y | +44.9% | +16.9% | +28.0% | +16.4% |
| 3Y | +263.0% | +48.1% | +214.9% | +107.5% |
| 5Y | +129.5% | +47.8% | +81.7% | +26.5% |
| 10Y | +291.6% | +178.6% | +113.0% | -13.3% |
| All | -39.1% | +1,075.9% | -1,115.0% | -97.7% |
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