+51.8%
IJH vs COMP
-53.0%
+104.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.5% |
| 7D | 0.0% | +7.2% | -7.2% | -1.0% |
| 30D | +1.0% | +6.4% | -5.4% | -0.1% |
| 3M | -4.1% | -19.4% | +15.3% | -2.1% |
| 6M | +0.7% | +14.6% | -13.8% | -2.0% |
| YTD | +13.2% | -5.5% | +18.7% | +11.5% |
| 1Y | +14.9% | +13.7% | +1.2% | +10.5% |
| 3Y | +58.4% | +409.7% | -351.3% | +21.2% |
| 5Y | +38.7% | -17.0% | +55.7% | +20.5% |
| All | +51.8% | -53.0% | +104.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling