+1,075.9%
IJH vs ALL
+1,694.7%
-618.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.5% | -1.5% | 0.0% | -1.1% |
| 3M | +0.8% | +23.6% | -22.9% | -8.9% |
| 6M | +7.6% | +22.3% | -14.8% | -2.6% |
| YTD | +15.5% | +26.5% | -11.0% | +2.6% |
| 1Y | +16.9% | +27.0% | -10.1% | +3.3% |
| 3Y | +48.1% | +149.6% | -101.5% | -5.4% |
| 5Y | +47.8% | +118.1% | -70.3% | -2.1% |
| 10Y | +178.6% | +369.0% | -190.4% | +31.0% |
| All | +1,075.9% | +1,694.7% | -618.8% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling