+252.0%
DIS vs IJH
+1,075.9%
-823.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +3.5% | -1.5% | +5.0% | +4.8% |
| 3M | +6.8% | +0.8% | +6.1% | +5.6% |
| 6M | +3.0% | +7.6% | -4.6% | -4.2% |
| YTD | -6.7% | +15.5% | -22.2% | -18.7% |
| 1Y | -10.1% | +16.9% | -27.0% | -22.7% |
| 3Y | +33.0% | +48.1% | -15.0% | -9.2% |
| 5Y | -40.0% | +47.8% | -87.8% | -58.8% |
| 10Y | +21.1% | +178.6% | -157.5% | -55.6% |
| All | +252.0% | +1,075.9% | -823.8% | -70.8% |
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