+1,068.3%
IJH vs A
+268.2%
+800.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.3% |
| 7D | +1.0% | -2.1% | +3.1% | +1.7% |
| 30D | -3.1% | +0.6% | -3.7% | -3.5% |
| 3M | +1.9% | +10.9% | -8.9% | -2.0% |
| 6M | +11.0% | +28.2% | -17.2% | +0.5% |
| YTD | +14.7% | +8.6% | +6.2% | +9.9% |
| 1Y | +15.6% | +15.5% | +0.1% | +8.0% |
| 3Y | +52.5% | +31.8% | +20.7% | +33.8% |
| 5Y | +49.1% | -14.9% | +63.9% | +50.1% |
| 10Y | +177.7% | +237.8% | -60.2% | +74.7% |
| All | +1,068.3% | +268.2% | +800.0% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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