+284.0%
FITB vs IJH
+184.0%
+100.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.5% |
| 7D | -0.3% | -1.9% | +1.6% | +2.2% |
| 30D | -5.7% | -4.6% | -1.0% | +0.3% |
| 3M | +3.2% | -1.2% | +4.3% | +4.6% |
| 6M | +23.4% | +9.4% | +14.0% | +9.3% |
| YTD | +18.8% | +13.3% | +5.5% | +0.4% |
| 1Y | +25.0% | +13.4% | +11.6% | +5.6% |
| 3Y | +131.2% | +50.4% | +80.8% | +33.4% |
| 5Y | +70.7% | +49.0% | +21.7% | +0.5% |
| All | +284.0% | +184.0% | +100.0% | +3.0% |
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 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