+6,577.3%
FIX vs IJH
+184.0%
+6,393.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +5.3% |
| 7D | +5.0% | -1.9% | +6.9% | +7.5% |
| 30D | -2.7% | -4.6% | +1.9% | +3.5% |
| 3M | -8.2% | -1.2% | -7.1% | -6.1% |
| 6M | +20.3% | +9.4% | +10.8% | +9.7% |
| YTD | +81.4% | +13.3% | +68.1% | +59.2% |
| 1Y | +121.5% | +13.4% | +108.1% | +95.6% |
| 3Y | +807.4% | +50.4% | +757.0% | +497.0% |
| 5Y | +2,306.7% | +49.0% | +2,257.8% | +1,500.3% |
| All | +6,577.3% | +184.0% | +6,393.3% | +2,072.0% |
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