+60.1%
EWZ vs IJH
+47.6%
+12.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -0.1% | -0.7% | +0.7% | +0.4% |
| 30D | +8.2% | -3.8% | +12.0% | +10.8% |
| 3M | +13.3% | 0.0% | +13.3% | +13.1% |
| 6M | +3.6% | +8.8% | -5.2% | -1.7% |
| YTD | +21.0% | +13.5% | +7.5% | +12.0% |
| 1Y | +34.7% | +15.4% | +19.3% | +23.3% |
| 3Y | +48.3% | +50.9% | -2.6% | +13.8% |
| 5Y | +60.1% | +47.8% | +12.3% | +22.3% |
| All | +60.1% | +47.6% | +12.4% | +22.3% |
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 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