+19.7%
EXC vs IJH
+48.6%
-28.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | -2.4% | -5.0% | +2.6% | -1.9% |
| 3M | -4.0% | +0.5% | -4.5% | -4.0% |
| 6M | -9.8% | +8.2% | -18.0% | -10.7% |
| YTD | +2.3% | +12.5% | -10.1% | +0.5% |
| 1Y | +3.8% | +14.4% | -10.5% | +1.7% |
| All | +19.7% | +48.6% | -28.8% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling