+22.7%
DIS vs IJH
+181.8%
-159.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.4% |
| 7D | -1.3% | -2.5% | +1.2% | +0.8% |
| 30D | +2.2% | -5.0% | +7.2% | +6.6% |
| 3M | +8.1% | +0.5% | +7.6% | +7.3% |
| 6M | +5.2% | +8.2% | -3.0% | -2.1% |
| YTD | -6.3% | +12.5% | -18.7% | -15.7% |
| 1Y | -7.3% | +14.4% | -21.7% | -17.9% |
| 3Y | +33.8% | +49.5% | -15.7% | -7.0% |
| 5Y | -40.7% | +47.8% | -88.5% | -58.2% |
| All | +22.7% | +181.8% | -159.2% | -46.2% |
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