+43.7%
F vs IJH
+47.6%
-3.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -2.6% |
| 7D | -4.9% | -0.7% | -4.1% | -4.0% |
| 30D | -2.9% | -3.8% | +1.0% | +1.9% |
| 3M | -9.1% | 0.0% | -9.1% | -9.1% |
| 6M | +12.9% | +8.8% | +4.2% | +2.2% |
| YTD | +6.1% | +13.5% | -7.4% | -9.0% |
| 1Y | +22.5% | +15.4% | +7.1% | +3.0% |
| 3Y | +32.1% | +50.9% | -18.9% | -22.6% |
| 5Y | +43.7% | +47.8% | -4.1% | -9.9% |
| All | +43.7% | +47.6% | -3.9% | -9.9% |
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