+143.8%
IBM vs IJH
+184.0%
-40.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.4% |
| 7D | +3.6% | -1.9% | +5.4% | +4.9% |
| 30D | +3.1% | -4.6% | +7.7% | +6.4% |
| 3M | -10.8% | -1.2% | -9.7% | -10.4% |
| 6M | -0.8% | +9.4% | -10.2% | -7.0% |
| YTD | -16.2% | +13.3% | -29.5% | -23.2% |
| 1Y | -2.9% | +13.4% | -16.3% | -11.1% |
| 3Y | +79.8% | +50.4% | +29.4% | +34.4% |
| 5Y | +124.9% | +49.0% | +75.9% | +65.0% |
| All | +143.8% | +184.0% | -40.2% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling