-45.2%
FIX vs IJH
+0.9%
-46.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.1% |
| 7D | +9.4% | +2.3% | +7.1% | +3.8% |
| 30D | -27.8% | +2.1% | -29.8% | -30.7% |
| 3M | -35.6% | -5.7% | -29.9% | -24.1% |
| 6M | -45.2% | +1.4% | -46.6% | -45.1% |
| All | -45.2% | +0.9% | -46.1% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling