+14.4%
FIX vs IJH
+17.8%
-3.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.6% | -15.7% | -16.4% |
| 7D | -18.9% | +1.7% | -20.6% | -22.0% |
| 30D | -36.3% | +1.2% | -37.5% | -37.9% |
| 3M | -38.5% | -3.4% | -35.1% | -33.2% |
| 6M | -42.3% | +3.7% | -45.9% | -45.4% |
| YTD | +17.1% | +13.9% | +3.2% | -9.2% |
| 1Y | +14.4% | +17.4% | -3.0% | -15.6% |
| All | +14.4% | +17.8% | -3.4% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling