-40.7%
DIS vs IJH
+45.7%
-86.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.4% |
| 7D | -1.3% | -2.5% | +1.2% | +0.9% |
| 30D | +2.2% | -5.0% | +7.2% | +6.8% |
| 3M | +8.1% | +0.5% | +7.6% | +7.2% |
| 6M | +5.2% | +8.2% | -3.0% | -2.5% |
| YTD | -6.3% | +12.4% | -18.7% | -16.1% |
| 1Y | -7.3% | +14.4% | -21.7% | -18.5% |
| 3Y | +33.8% | +49.5% | -15.7% | -10.2% |
| 5Y | -40.7% | +47.8% | -88.5% | -61.3% |
| All | -40.7% | +45.7% | -86.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling