+132.3%
HON vs IJR
+172.1%
-39.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -3.5% | -2.2% | -1.3% | -1.9% |
| 30D | -13.8% | -4.6% | -9.2% | -10.8% |
| 3M | -11.7% | +0.2% | -11.9% | -11.8% |
| 6M | -18.7% | +14.7% | -33.4% | -26.4% |
| YTD | +0.2% | +18.9% | -18.6% | -11.5% |
| 1Y | -3.1% | +19.9% | -23.0% | -15.1% |
| 3Y | +17.0% | +53.0% | -36.0% | -16.4% |
| 5Y | +2.0% | +40.9% | -38.8% | -23.6% |
| All | +132.3% | +172.1% | -39.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling