+15.0%
DE vs IJH
+7.8%
+7.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.0% |
| 7D | -2.4% | -2.5% | +0.1% | 0.0% |
| 30D | +9.7% | -5.0% | +14.7% | +15.3% |
| 3M | +21.4% | +0.5% | +20.8% | +20.6% |
| 6M | +15.0% | +8.2% | +6.8% | +6.4% |
| All | +15.0% | +7.8% | +7.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling