-27.8%
FIG vs IJH
+10.7%
-38.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.7% |
| 7D | -14.5% | -0.7% | -13.7% | -14.7% |
| 30D | -13.3% | -3.8% | -9.5% | -14.8% |
| 3M | +7.4% | 0.0% | +7.4% | +6.8% |
| 6M | -27.8% | +8.8% | -36.5% | -31.5% |
| All | -27.8% | +10.7% | -38.5% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling