+15.8%
F vs IJH
+1,047.0%
-1,031.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | +2.3% | -5.4% | -5.5% |
| 30D | 0.0% | +2.1% | -2.0% | -2.4% |
| 3M | -13.2% | -5.7% | -7.6% | -7.6% |
| 6M | -10.2% | +1.4% | -11.6% | -11.6% |
| YTD | -4.9% | +12.6% | -17.6% | -16.6% |
| 1Y | -6.1% | +16.1% | -22.2% | -20.3% |
| 3Y | +46.0% | +57.8% | -11.9% | -11.7% |
| 5Y | -15.7% | +36.8% | -52.5% | -38.7% |
| 10Y | +64.3% | +173.7% | -109.4% | -42.9% |
| All | +15.8% | +1,047.0% | -1,031.2% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling