+50.0%
EXPE vs IJH
+17.8%
+32.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +10.0% |
| 7D | +14.6% | +1.7% | +13.0% | +12.9% |
| 30D | +21.4% | +1.2% | +20.2% | +20.0% |
| 3M | +1.4% | -3.4% | +4.8% | +4.6% |
| 6M | +28.6% | +3.7% | +24.9% | +22.2% |
| YTD | +12.1% | +13.9% | -1.8% | -9.0% |
| 1Y | +50.0% | +17.4% | +32.6% | +13.3% |
| All | +50.0% | +17.8% | +32.2% | +13.3% |
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 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