+632.4%
GEV vs IJH
+28.0%
+604.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.5% |
| 7D | +1.6% | -1.9% | +3.5% | +4.5% |
| 30D | -7.9% | -4.6% | -3.3% | -1.1% |
| 3M | +5.6% | -1.2% | +6.8% | +8.1% |
| 6M | +13.1% | +9.4% | +3.7% | +0.8% |
| YTD | +46.7% | +13.3% | +33.4% | +24.1% |
| 1Y | +51.3% | +13.4% | +37.9% | +28.5% |
| All | +632.4% | +28.0% | +604.5% | +447.5% |
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