+297.7%
DIS vs IJH
+1,047.0%
-749.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | +2.3% | -0.4% | -0.2% |
| 30D | +9.2% | +2.1% | +7.1% | +7.0% |
| 3M | +13.5% | -5.7% | +19.2% | +19.3% |
| 6M | +14.3% | +1.4% | +12.9% | +12.0% |
| YTD | +5.4% | +12.6% | -7.3% | -6.4% |
| 1Y | +12.2% | +16.1% | -4.0% | -3.2% |
| 3Y | +37.2% | +57.8% | -20.6% | -11.8% |
| 5Y | -23.1% | +36.8% | -59.9% | -43.5% |
| 10Y | +32.2% | +173.7% | -141.5% | -50.8% |
| All | +297.7% | +1,047.0% | -749.3% | -66.4% |
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