-35.7%
DOW vs IJH
+49.7%
-85.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.8% |
| 7D | -1.4% | -1.9% | +0.5% | +0.3% |
| 30D | -3.9% | -4.6% | +0.7% | +0.2% |
| 3M | -12.7% | -1.2% | -11.5% | -12.5% |
| 6M | -13.7% | +9.4% | -23.1% | -23.6% |
| YTD | +28.4% | +13.3% | +15.1% | +8.9% |
| 1Y | +21.8% | +13.4% | +8.4% | +3.6% |
| 3Y | -35.7% | +50.4% | -86.1% | -58.9% |
| All | -35.7% | +49.7% | -85.4% | -58.9% |
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