+11.4%
FPS vs IJH
+9.3%
+2.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +5.0% |
| 7D | +10.4% | +1.0% | +9.4% | +7.0% |
| 30D | -16.5% | -3.1% | -13.4% | -7.9% |
| 3M | -45.5% | +1.9% | -47.5% | -47.2% |
| 6M | +2.1% | +11.0% | -8.9% | -18.9% |
| All | +11.4% | +9.3% | +2.1% | -5.3% |
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