+35.8%
EQT vs IJH
+48.6%
-12.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -1.2% | -2.5% | +1.3% | +0.3% |
| 30D | +1.1% | -5.0% | +6.1% | +4.2% |
| 3M | +4.8% | +0.5% | +4.3% | +4.1% |
| 6M | -10.6% | +8.2% | -18.8% | -15.9% |
| YTD | +3.4% | +12.4% | -9.0% | -5.7% |
| 1Y | +8.7% | +14.4% | -5.7% | -2.3% |
| All | +35.8% | +48.6% | -12.7% | +0.3% |
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 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