+5,645.3%
EW vs IJH
+1,055.9%
+4,589.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | 0.0% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -6.4% | -3.8% | -2.5% | -4.1% |
| 3M | -1.6% | 0.0% | -1.6% | -1.8% |
| 6M | +2.3% | +8.8% | -6.5% | -3.1% |
| YTD | +1.1% | +13.5% | -12.4% | -6.8% |
| 1Y | +8.0% | +15.4% | -7.4% | -1.6% |
| 3Y | +16.3% | +50.9% | -34.6% | -11.9% |
| 5Y | -29.4% | +47.8% | -77.2% | -45.8% |
| 10Y | +125.6% | +183.1% | -57.5% | +16.3% |
| All | +5,645.3% | +1,055.9% | +4,589.5% | +1,216.6% |
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