-79.9%
FIG vs IJH
+18.8%
-98.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.4% |
| 7D | -3.8% | -1.9% | -2.0% | -3.0% |
| 30D | -2.3% | -4.6% | +2.3% | -0.4% |
| 3M | +20.0% | -1.2% | +21.1% | +19.7% |
| 6M | -16.7% | +9.4% | -26.1% | -24.8% |
| YTD | -37.9% | +13.3% | -51.3% | -46.6% |
| 1Y | -58.5% | +13.4% | -71.9% | -65.3% |
| All | -79.9% | +18.8% | -98.7% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling