+2,234.6%
ICE vs IJH
+588.8%
+1,645.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.5% |
| 7D | -5.3% | -2.5% | -2.8% | -3.0% |
| 30D | +3.0% | -5.0% | +8.0% | +8.1% |
| 3M | +11.4% | +0.5% | +10.9% | +10.3% |
| 6M | -2.0% | +8.2% | -10.3% | -10.3% |
| YTD | -3.1% | +12.4% | -15.6% | -14.7% |
| 1Y | -8.4% | +14.4% | -22.8% | -20.9% |
| 3Y | +40.7% | +49.5% | -8.8% | -10.5% |
| 5Y | +40.0% | +47.8% | -7.8% | -13.1% |
| 10Y | +213.5% | +180.4% | +33.1% | -16.4% |
| All | +2,234.6% | +588.8% | +1,645.8% | +112.2% |
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 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