+346.4%
IBM vs IJH
+1,068.3%
-721.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.7% |
| 7D | +0.3% | +1.0% | -0.7% | -0.4% |
| 30D | -1.5% | -3.1% | +1.6% | +0.7% |
| 3M | -16.8% | +1.9% | -18.7% | -18.1% |
| 6M | -9.0% | +11.0% | -20.0% | -15.9% |
| YTD | -20.1% | +14.7% | -34.8% | -27.7% |
| 1Y | -7.0% | +15.6% | -22.6% | -16.5% |
| 3Y | +72.4% | +52.5% | +19.8% | +25.5% |
| 5Y | +112.0% | +49.1% | +62.9% | +52.5% |
| 10Y | +131.6% | +177.7% | -46.1% | +3.2% |
| All | +346.4% | +1,068.3% | -721.8% | -45.6% |
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