+1,047.0%
IJH vs D
+785.3%
+261.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | +2.1% | +7.7% | -5.7% | -1.4% |
| 3M | -5.7% | -0.3% | -5.4% | -5.8% |
| 6M | +1.4% | +10.1% | -8.6% | -3.4% |
| YTD | +12.6% | +19.1% | -6.4% | +3.3% |
| 1Y | +16.1% | +15.9% | +0.2% | +7.5% |
| 3Y | +57.8% | +75.0% | -17.2% | +18.7% |
| 5Y | +36.8% | +13.4% | +23.4% | +23.3% |
| 10Y | +173.7% | +47.5% | +126.2% | +108.4% |
| All | +1,047.0% | +785.3% | +261.7% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling