+30.2%
DIS vs IJH
+50.0%
-19.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.0% |
| 30D | +1.0% | -3.8% | +4.8% | +3.8% |
| 3M | +5.7% | 0.0% | +5.7% | +5.3% |
| 6M | +3.3% | +8.8% | -5.5% | -3.5% |
| YTD | -7.7% | +13.5% | -21.2% | -16.6% |
| 1Y | -10.0% | +15.4% | -25.4% | -19.7% |
| All | +30.2% | +50.0% | -19.8% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling