+32,408.1%
FIX vs IJH
+1,075.9%
+31,332.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -7.2% | -1.5% | -5.8% | -5.5% |
| 3M | -15.9% | +0.8% | -16.6% | -15.8% |
| 6M | +12.7% | +7.6% | +5.2% | +5.9% |
| YTD | +72.8% | +15.5% | +57.3% | +50.4% |
| 1Y | +122.9% | +16.9% | +106.0% | +92.7% |
| 3Y | +774.3% | +48.1% | +726.3% | +505.7% |
| 5Y | +2,049.5% | +47.8% | +2,001.7% | +1,396.0% |
| 10Y | +5,821.5% | +178.6% | +5,642.9% | +2,071.4% |
| All | +32,408.1% | +1,075.9% | +31,332.2% | +3,255.4% |
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