+88.7%
EXPE vs IJH
+46.8%
+41.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.7% |
| 7D | -8.7% | -2.5% | -6.2% | -5.8% |
| 30D | -13.6% | -5.0% | -8.6% | -8.1% |
| 3M | +26.6% | +0.5% | +26.1% | +25.2% |
| 6M | +19.9% | +8.2% | +11.7% | +7.7% |
| YTD | -1.7% | +12.5% | -14.2% | -16.2% |
| 1Y | +29.4% | +14.4% | +15.1% | +8.2% |
| 3Y | +155.7% | +49.5% | +106.2% | +48.9% |
| All | +88.7% | +46.8% | +41.9% | +18.6% |
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