+519.9%
FIX vs IJH
+60.2%
+459.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +3.6% |
| 7D | +6.4% | +0.2% | +6.3% | +6.9% |
| 30D | -29.1% | +2.1% | -31.2% | -31.0% |
| 3M | -31.1% | -3.6% | -27.5% | -25.8% |
| 6M | -42.8% | +1.8% | -44.6% | -43.2% |
| YTD | +24.6% | +14.1% | +10.5% | +4.2% |
| 1Y | +21.9% | +15.9% | +6.1% | 0.0% |
| All | +519.9% | +60.2% | +459.6% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling