-12.1%
DOW vs IJH
+118.9%
-130.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.9% |
| 7D | -1.4% | -1.9% | +0.5% | +0.5% |
| 30D | -3.9% | -4.6% | +0.7% | +0.8% |
| 3M | -12.7% | -1.2% | -11.5% | -12.4% |
| 6M | -13.7% | +9.4% | -23.1% | -23.7% |
| YTD | +28.4% | +13.3% | +15.1% | +9.2% |
| 1Y | +21.8% | +13.4% | +8.4% | +4.0% |
| 3Y | -35.7% | +50.4% | -86.1% | -59.3% |
| 5Y | -36.8% | +49.0% | -85.8% | -60.4% |
| All | -12.1% | +118.9% | -130.9% | -61.4% |
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 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