+47.8%
IJH vs ALL
+113.6%
-65.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.5% | -4.3% | +1.8% | -1.4% |
| 30D | -5.0% | -3.6% | -1.4% | -4.2% |
| 3M | +0.5% | +13.2% | -12.7% | -3.3% |
| 6M | +8.2% | +22.5% | -14.3% | +1.5% |
| YTD | +12.4% | +22.7% | -10.3% | +5.1% |
| 1Y | +14.4% | +28.3% | -13.9% | +5.2% |
| 3Y | +49.5% | +152.0% | -102.5% | +6.7% |
| 5Y | +47.8% | +115.4% | -67.6% | +11.0% |
| All | +47.8% | +113.6% | -65.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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