+23,349.9%
FIX vs IJH
+1,062.1%
+22,287.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.1% |
| 7D | +6.4% | +0.2% | +6.3% | +6.9% |
| 30D | -29.1% | +2.1% | -31.2% | -30.3% |
| 3M | -31.1% | -3.6% | -27.5% | -27.5% |
| 6M | -42.8% | +1.8% | -44.6% | -42.9% |
| YTD | +24.6% | +14.1% | +10.5% | +10.9% |
| 1Y | +21.9% | +15.9% | +6.1% | +7.1% |
| 3Y | +524.9% | +59.7% | +465.2% | +303.3% |
| 5Y | +1,092.2% | +39.1% | +1,053.1% | +791.6% |
| 10Y | +3,759.0% | +177.3% | +3,581.7% | +1,335.9% |
| All | +23,349.9% | +1,062.1% | +22,287.9% | +2,373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling