+18.1%
EW vs IJH
+17.8%
+0.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +8.3% | +1.7% | +6.6% | +7.4% |
| 30D | +13.9% | +1.2% | +12.7% | +13.2% |
| 3M | +10.9% | -3.4% | +14.3% | +12.8% |
| 6M | +19.2% | +3.7% | +15.6% | +16.2% |
| YTD | +16.6% | +13.9% | +2.7% | +7.4% |
| 1Y | +18.1% | +17.4% | +0.7% | +6.8% |
| All | +18.1% | +17.8% | +0.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling