+123.0%
IBM vs IJH
+48.0%
+75.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +3.6% | -1.9% | +5.4% | +4.6% |
| 30D | +3.1% | -4.6% | +7.7% | +5.6% |
| 3M | -10.8% | -1.2% | -9.7% | -10.5% |
| 6M | -0.8% | +9.4% | -10.2% | -5.7% |
| YTD | -16.2% | +13.3% | -29.5% | -21.6% |
| 1Y | -2.9% | +13.4% | -16.3% | -9.2% |
| 3Y | +79.8% | +50.4% | +29.4% | +46.1% |
| All | +123.0% | +48.0% | +75.1% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling