+784.7%
FIX vs IJH
+51.6%
+733.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.4% |
| 7D | +6.1% | +1.0% | +5.0% | +4.3% |
| 30D | -2.7% | -3.1% | +0.5% | +2.8% |
| 3M | -10.9% | +1.9% | -12.9% | -12.7% |
| 6M | +29.0% | +11.0% | +18.0% | +11.6% |
| YTD | +76.9% | +14.7% | +62.1% | +46.1% |
| 1Y | +130.7% | +15.6% | +115.2% | +89.8% |
| All | +784.7% | +51.6% | +733.1% | +467.6% |
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 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