+50.7%
IJH vs COMP
-52.3%
+103.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.3% |
| 7D | -2.5% | -8.4% | +5.9% | -1.5% |
| 30D | -5.0% | -20.2% | +15.1% | -2.5% |
| 3M | +0.5% | +28.1% | -27.5% | -2.9% |
| 6M | +8.2% | +14.9% | -6.6% | +4.9% |
| YTD | +12.4% | -4.2% | +16.6% | +10.9% |
| 1Y | +14.4% | +10.2% | +4.1% | +10.4% |
| 3Y | +49.5% | +203.3% | -153.8% | +21.8% |
| 5Y | +47.8% | -29.2% | +77.0% | +30.5% |
| All | +50.7% | -52.3% | +103.1% | +36.7% |
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