+155.8%
EXC vs IJH
+184.0%
-28.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.1% |
| 30D | -3.6% | -4.6% | +1.0% | -1.1% |
| 3M | -4.3% | -1.2% | -3.1% | -3.8% |
| 6M | -9.9% | +9.4% | -19.4% | -14.9% |
| YTD | +1.8% | +13.3% | -11.6% | -6.0% |
| 1Y | +2.9% | +13.4% | -10.5% | -5.3% |
| 3Y | +19.1% | +50.4% | -31.3% | -10.9% |
| 5Y | +44.8% | +49.0% | -4.1% | +6.3% |
| All | +155.8% | +184.0% | -28.2% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling