+85.2%
F vs IJH
+181.8%
-96.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +4.2% |
| 7D | -3.7% | -2.5% | -1.2% | -0.9% |
| 30D | -0.7% | -5.0% | +4.3% | +5.2% |
| 3M | -1.9% | +0.5% | -2.4% | -2.6% |
| 6M | +16.1% | +8.2% | +7.8% | +6.4% |
| YTD | +9.5% | +12.5% | -3.0% | -3.9% |
| 1Y | +27.2% | +14.4% | +12.8% | +9.6% |
| 3Y | +36.3% | +49.5% | -13.2% | -13.6% |
| 5Y | +49.3% | +47.8% | +1.5% | -1.3% |
| All | +85.2% | +181.8% | -96.6% | -35.7% |
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