-37.1%
DOW vs IJH
+48.0%
-85.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.7% |
| 7D | -1.4% | -1.9% | +0.5% | +0.2% |
| 30D | -3.9% | -4.6% | +0.7% | 0.0% |
| 3M | -12.7% | -1.2% | -11.5% | -12.4% |
| 6M | -13.7% | +9.4% | -23.1% | -22.5% |
| YTD | +28.4% | +13.3% | +15.1% | +11.5% |
| 1Y | +21.8% | +13.4% | +8.4% | +6.1% |
| 3Y | -35.7% | +50.4% | -86.1% | -56.1% |
| All | -37.1% | +48.0% | -85.1% | -57.7% |
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