+73.0%
IBM vs IJH
+48.6%
+24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -1.9% |
| 7D | -0.3% | -2.5% | +2.2% | +1.2% |
| 30D | -1.8% | -5.0% | +3.2% | +1.1% |
| 3M | -13.5% | +0.5% | -14.0% | -14.0% |
| 6M | -5.1% | +8.2% | -13.3% | -10.0% |
| YTD | -19.4% | +12.4% | -31.8% | -25.2% |
| 1Y | -6.5% | +14.4% | -20.9% | -14.2% |
| All | +73.0% | +48.6% | +24.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling