+4,404.4%
DELL vs IJH
+184.0%
+4,220.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.2% |
| 7D | +8.2% | -1.9% | +10.1% | +10.4% |
| 30D | +17.1% | -4.6% | +21.7% | +23.4% |
| 3M | +45.2% | -1.2% | +46.3% | +47.9% |
| 6M | +286.8% | +9.4% | +277.4% | +258.4% |
| YTD | +354.8% | +13.3% | +341.4% | +307.8% |
| 1Y | +358.3% | +13.4% | +344.9% | +311.7% |
| 3Y | +724.9% | +50.4% | +674.5% | +478.9% |
| 5Y | +1,193.7% | +49.0% | +1,144.7% | +819.7% |
| All | +4,404.4% | +184.0% | +4,220.4% | +1,888.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling