+4,521.4%
DELL vs IJH
+176.0%
+4,345.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.4% |
| 7D | -1.9% | -2.5% | +0.6% | +0.7% |
| 30D | +14.9% | -5.0% | +19.9% | +21.5% |
| 3M | +37.2% | +0.5% | +36.7% | +37.5% |
| 6M | +254.0% | +8.2% | +245.7% | +231.4% |
| YTD | +306.1% | +12.4% | +293.7% | +266.9% |
| 1Y | +312.3% | +14.4% | +297.9% | +267.0% |
| 3Y | +654.0% | +49.5% | +604.5% | +432.6% |
| 5Y | +1,055.3% | +47.8% | +1,007.5% | +727.9% |
| 10Y | +3,948.9% | +180.4% | +3,768.5% | +1,693.6% |
| All | +4,521.4% | +176.0% | +4,345.4% | +1,966.0% |
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