+60.9%
IJH vs COMP
+431.5%
-370.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.5% |
| 7D | +0.6% | +14.5% | -13.9% | -1.1% |
| 30D | +1.3% | +14.9% | -13.6% | -0.6% |
| 3M | -4.1% | -14.2% | +10.2% | -2.8% |
| 6M | +1.1% | +23.7% | -22.6% | -2.5% |
| YTD | +13.6% | +2.1% | +11.5% | +10.8% |
| 1Y | +16.0% | +26.2% | -10.2% | +10.1% |
| 3Y | +60.9% | +470.9% | -410.0% | +20.1% |
| All | +60.9% | +431.5% | -370.6% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling