+20.6%
ICE vs IJH
+17.8%
+2.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +12.2% | +1.7% | +10.5% | +11.9% |
| 30D | +15.0% | +1.2% | +13.7% | +14.7% |
| 3M | +17.6% | -3.4% | +21.1% | +18.2% |
| 6M | +12.6% | +3.7% | +8.9% | +11.0% |
| YTD | +9.1% | +13.9% | -4.8% | +2.8% |
| 1Y | +20.6% | +17.4% | +3.2% | +11.5% |
| All | +20.6% | +17.8% | +2.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling