+1,068.3%
IJH vs COO
+1,564.7%
-496.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | -3.1% | -8.8% | +5.7% | -0.4% |
| 3M | +1.9% | +1.3% | +0.6% | +1.2% |
| 6M | +11.0% | -11.6% | +22.6% | +14.6% |
| YTD | +14.7% | -17.4% | +32.1% | +21.0% |
| 1Y | +15.6% | -1.6% | +17.2% | +15.0% |
| 3Y | +52.5% | -22.6% | +75.2% | +60.1% |
| 5Y | +49.1% | -40.3% | +89.4% | +67.8% |
| 10Y | +177.7% | +45.2% | +132.5% | +138.8% |
| All | +1,068.3% | +1,564.7% | -496.4% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling