+54.8%
IJH vs COMP
-47.7%
+102.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.1% | +1.4% | -1.2% | -0.1% |
| 30D | -1.5% | -13.3% | +11.8% | +0.1% |
| 3M | +0.8% | +41.1% | -40.3% | -3.8% |
| 6M | +7.6% | +17.2% | -9.6% | +4.0% |
| YTD | +15.5% | +5.2% | +10.3% | +12.7% |
| 1Y | +16.9% | +18.9% | -2.0% | +11.8% |
| 3Y | +48.1% | +215.9% | -167.8% | +20.0% |
| 5Y | +47.8% | -31.2% | +79.0% | +30.4% |
| All | +54.8% | -47.7% | +102.5% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling