+49.1%
IJH vs COMP
-32.0%
+81.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +1.0% | +4.1% | -3.0% | +0.5% |
| 30D | -3.1% | -14.5% | +11.4% | -1.4% |
| 3M | +1.9% | +41.8% | -39.9% | -2.8% |
| 6M | +11.0% | +23.6% | -12.6% | +6.6% |
| YTD | +14.7% | +1.7% | +13.0% | +12.4% |
| 1Y | +15.6% | +12.6% | +3.0% | +11.2% |
| 3Y | +52.5% | +221.9% | -169.3% | +23.0% |
| 5Y | +49.1% | -28.1% | +77.2% | +32.6% |
| All | +49.1% | -32.0% | +81.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling