-10.2%
DOW vs IJH
+117.2%
-127.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.8% |
| 7D | -2.4% | -2.5% | +0.1% | +0.2% |
| 30D | -4.1% | -5.0% | +0.9% | +1.0% |
| 3M | -12.4% | +0.5% | -13.0% | -13.8% |
| 6M | -10.6% | +8.2% | -18.9% | -20.1% |
| YTD | +31.1% | +12.5% | +18.6% | +12.4% |
| 1Y | +30.5% | +14.4% | +16.1% | +10.5% |
| 3Y | -34.4% | +49.5% | -83.9% | -58.2% |
| 5Y | -35.5% | +47.8% | -83.3% | -59.3% |
| All | -10.2% | +117.2% | -127.4% | -60.3% |
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