+143.3%
DELL vs IJH
+17.8%
+125.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -10.0% |
| 7D | -24.6% | +1.7% | -26.3% | -27.0% |
| 30D | -32.5% | +1.2% | -33.7% | -33.9% |
| 3M | -20.2% | -3.4% | -16.8% | -14.5% |
| 6M | +76.5% | +3.7% | +72.8% | +71.0% |
| YTD | +198.9% | +13.9% | +185.0% | +154.0% |
| 1Y | +143.3% | +17.4% | +125.9% | +96.9% |
| All | +143.3% | +17.8% | +125.5% | +96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling