+388.2%
EFA vs IJH
+934.1%
-545.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -1.5% | -1.9% | +0.3% | 0.0% |
| 30D | -1.7% | -4.6% | +3.0% | +2.2% |
| 3M | +3.5% | -1.2% | +4.7% | +4.4% |
| 6M | +9.5% | +9.4% | +0.1% | +1.8% |
| YTD | +12.9% | +13.3% | -0.5% | +1.9% |
| 1Y | +18.2% | +13.4% | +4.8% | +6.5% |
| 3Y | +64.8% | +50.4% | +14.4% | +15.5% |
| 5Y | +53.9% | +49.0% | +4.9% | +6.8% |
| 10Y | +144.8% | +182.6% | -37.8% | -7.7% |
| All | +388.2% | +934.1% | -545.9% | -39.6% |
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