+160.0%
EXPE vs IJH
+184.0%
-24.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -5.8% | -1.9% | -3.9% | -3.7% |
| 30D | -13.6% | -4.6% | -9.0% | -8.8% |
| 3M | +25.2% | -1.2% | +26.3% | +26.5% |
| 6M | +22.3% | +9.4% | +12.9% | +9.4% |
| YTD | -0.3% | +13.3% | -13.6% | -14.8% |
| 1Y | +27.8% | +13.4% | +14.4% | +9.5% |
| 3Y | +162.4% | +50.4% | +112.0% | +61.0% |
| 5Y | +95.8% | +49.0% | +46.9% | +24.7% |
| All | +160.0% | +184.0% | -24.0% | -3.4% |
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