+41.7%
ICE vs IJH
+48.0%
-6.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.5% |
| 30D | +4.0% | -4.6% | +8.6% | +6.5% |
| 3M | +13.7% | -1.2% | +14.8% | +14.1% |
| 6M | +0.9% | +9.4% | -8.5% | -4.3% |
| YTD | -2.1% | +13.3% | -15.5% | -9.1% |
| 1Y | -9.5% | +13.4% | -22.9% | -16.0% |
| 3Y | +42.1% | +50.4% | -8.4% | +9.5% |
| All | +41.7% | +48.0% | -6.2% | +8.0% |
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