+177.1%
IJH vs D
+38.3%
+138.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | -5.0% | -3.5% | -1.5% | -3.9% |
| 3M | +0.5% | -1.6% | +2.1% | +1.0% |
| 6M | +8.2% | +5.8% | +2.4% | +5.5% |
| YTD | +12.5% | +14.5% | -2.0% | +6.4% |
| 1Y | +14.4% | +14.2% | +0.2% | +8.1% |
| 3Y | +49.5% | +59.0% | -9.5% | +21.9% |
| 5Y | +47.8% | +5.4% | +42.4% | +40.8% |
| All | +177.1% | +38.3% | +138.8% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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