+52.4%
GEV vs IJH
+17.8%
+34.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -10.3% |
| 7D | -5.1% | +1.7% | -6.8% | -7.9% |
| 30D | -15.8% | +1.2% | -17.1% | -17.4% |
| 3M | -18.2% | -3.4% | -14.8% | -13.0% |
| 6M | -22.4% | +3.7% | -26.0% | -25.1% |
| YTD | +27.7% | +13.9% | +13.8% | +3.5% |
| 1Y | +52.4% | +17.4% | +34.9% | +19.9% |
| All | +52.4% | +17.8% | +34.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling