+190.8%
EQT vs IJH
+48.0%
+142.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.3% |
| 7D | -2.0% | -1.9% | -0.1% | -0.5% |
| 30D | 0.0% | -4.6% | +4.7% | +3.9% |
| 3M | +5.9% | -1.2% | +7.1% | +6.6% |
| 6M | -14.8% | +9.4% | -24.2% | -22.1% |
| YTD | +1.8% | +13.3% | -11.6% | -10.3% |
| 1Y | +7.4% | +13.4% | -6.0% | -5.5% |
| 3Y | +33.6% | +50.4% | -16.8% | -12.2% |
| All | +190.8% | +48.0% | +142.8% | +90.1% |
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