+51.0%
IJH vs COMP
-52.0%
+103.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +2.1% | +16.6% | -14.5% | -0.1% |
| 3M | -5.7% | -23.5% | +17.9% | -3.0% |
| 6M | +1.4% | +25.7% | -24.3% | -2.4% |
| YTD | +12.6% | -3.4% | +16.0% | +10.6% |
| 1Y | +16.1% | +7.6% | +8.5% | +12.4% |
| 3Y | +57.8% | +423.6% | -365.8% | +20.4% |
| 5Y | +36.8% | -10.6% | +47.4% | +18.1% |
| All | +51.0% | -52.0% | +103.0% | +36.3% |
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