+111.9%
FIX vs IJH
+14.3%
+97.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | +0.5% |
| 7D | +0.7% | -2.5% | +3.2% | +6.2% |
| 30D | -5.7% | -5.0% | -0.7% | +5.6% |
| 3M | -7.4% | +0.5% | -8.0% | -7.0% |
| 6M | +15.1% | +8.2% | +6.8% | +0.4% |
| YTD | +70.7% | +12.5% | +58.2% | +38.7% |
| 1Y | +111.9% | +14.4% | +97.6% | +70.5% |
| All | +111.9% | +14.3% | +97.7% | +70.5% |
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 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