+1,063.5%
EQT vs IJH
+1,045.0%
+18.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.4% |
| 7D | -1.2% | -2.5% | +1.3% | +1.0% |
| 30D | +1.1% | -5.0% | +6.1% | +5.6% |
| 3M | +4.8% | +0.5% | +4.3% | +3.8% |
| 6M | -10.6% | +8.2% | -18.8% | -17.6% |
| YTD | +3.4% | +12.4% | -9.0% | -8.2% |
| 1Y | +8.7% | +14.4% | -5.7% | -5.1% |
| 3Y | +35.0% | +49.5% | -14.5% | -8.2% |
| 5Y | +204.2% | +47.8% | +156.5% | +110.9% |
| 10Y | +52.5% | +180.4% | -127.9% | -41.7% |
| All | +1,063.5% | +1,045.0% | +18.5% | +62.1% |
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 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