+153.2%
GE vs IJH
+1,055.9%
-902.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -1.8% |
| 7D | -1.2% | -0.7% | -0.5% | -0.5% |
| 30D | -11.3% | -3.8% | -7.4% | -7.7% |
| 3M | -1.4% | 0.0% | -1.4% | -1.4% |
| 6M | +1.2% | +8.8% | -7.5% | -6.4% |
| YTD | +5.9% | +13.5% | -7.6% | -6.0% |
| 1Y | +18.4% | +15.4% | +3.0% | +3.1% |
| 3Y | +271.0% | +50.9% | +220.1% | +145.7% |
| 5Y | +417.9% | +47.8% | +370.1% | +249.0% |
| 10Y | +152.0% | +183.1% | -31.1% | -8.5% |
| All | +153.2% | +1,055.9% | -902.7% | -77.9% |
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