+13,449.8%
GOOG vs IJH
+792.2%
+12,657.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.9% |
| 7D | 0.0% | -1.9% | +1.9% | +1.5% |
| 30D | -2.0% | -4.6% | +2.7% | +1.7% |
| 3M | -5.9% | -1.2% | -4.7% | -5.1% |
| 6M | +8.9% | +9.4% | -0.5% | +1.5% |
| YTD | +7.1% | +13.3% | -6.2% | -3.2% |
| 1Y | +39.7% | +13.4% | +26.3% | +26.1% |
| 3Y | +145.8% | +50.4% | +95.4% | +75.3% |
| 5Y | +138.6% | +49.0% | +89.6% | +72.0% |
| 10Y | +791.5% | +182.6% | +608.9% | +278.4% |
| All | +13,449.8% | +792.2% | +12,657.6% | +2,287.3% |
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