+123.2%
GLW vs IJH
+18.2%
+105.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.4% |
| 7D | +3.8% | +0.1% | +3.6% | +3.5% |
| 30D | -1.3% | -1.5% | +0.1% | +2.6% |
| 3M | -21.8% | +0.8% | -22.6% | -21.1% |
| 6M | +6.9% | +7.6% | -0.7% | -3.9% |
| YTD | +77.2% | +15.5% | +61.7% | +45.4% |
| 1Y | +123.2% | +16.9% | +106.3% | +83.0% |
| All | +123.2% | +18.2% | +105.0% | +83.0% |
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