+13,193.3%
GOOGL vs IJH
+793.6%
+12,399.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.5% |
| 7D | -1.9% | -0.7% | -1.1% | -1.3% |
| 30D | -7.5% | -3.8% | -3.6% | -4.6% |
| 3M | -9.2% | 0.0% | -9.2% | -9.3% |
| 6M | +8.1% | +8.8% | -0.7% | +1.2% |
| YTD | +5.8% | +13.5% | -7.7% | -4.4% |
| 1Y | +38.3% | +15.4% | +22.9% | +23.2% |
| 3Y | +144.8% | +50.9% | +93.8% | +74.0% |
| 5Y | +132.5% | +47.8% | +84.7% | +68.5% |
| 10Y | +746.7% | +183.1% | +563.6% | +258.8% |
| All | +13,193.3% | +793.6% | +12,399.7% | +2,238.0% |
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 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