+179.3%
IJH vs COO
+17.0%
+162.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.9% | -22.5% | +20.7% | +8.2% |
| 30D | -4.6% | -29.7% | +25.1% | +9.4% |
| 3M | -1.2% | -20.1% | +19.0% | +7.1% |
| 6M | +9.4% | -26.9% | +36.3% | +22.6% |
| YTD | +13.3% | -34.2% | +47.6% | +32.8% |
| 1Y | +13.4% | -21.3% | +34.6% | +22.2% |
| 3Y | +50.4% | -38.7% | +89.1% | +74.1% |
| 5Y | +49.0% | -52.2% | +101.2% | +90.4% |
| All | +179.3% | +17.0% | +162.3% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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