+4,903.1%
DE vs IJH
+1,054.0%
+3,849.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -2.6% | -1.9% | -0.7% | -0.8% |
| 30D | +9.0% | -4.6% | +13.7% | +14.0% |
| 3M | +19.1% | -1.2% | +20.3% | +20.5% |
| 6M | +14.4% | +9.4% | +5.0% | +4.8% |
| YTD | +45.9% | +13.3% | +32.6% | +29.2% |
| 1Y | +43.6% | +13.4% | +30.2% | +26.5% |
| 3Y | +75.9% | +50.4% | +25.4% | +15.9% |
| 5Y | +98.8% | +49.0% | +49.8% | +29.8% |
| 10Y | +861.4% | +182.6% | +678.8% | +230.8% |
| All | +4,903.1% | +1,054.0% | +3,849.1% | +409.4% |
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