+22,377.5%
FIX vs IJH
+1,047.0%
+21,330.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +9.4% | +2.3% | +7.1% | +6.9% |
| 30D | -27.8% | +2.1% | -29.8% | -28.9% |
| 3M | -35.6% | -5.7% | -29.9% | -30.5% |
| 6M | -45.2% | +1.4% | -46.6% | -45.1% |
| YTD | +19.5% | +12.6% | +6.8% | +7.9% |
| 1Y | +24.2% | +16.1% | +8.1% | +8.8% |
| 3Y | +494.2% | +57.8% | +436.3% | +288.7% |
| 5Y | +1,036.1% | +36.8% | +999.4% | +765.8% |
| 10Y | +3,599.0% | +173.7% | +3,425.3% | +1,297.2% |
| All | +22,377.5% | +1,047.0% | +21,330.5% | +2,306.6% |
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 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