+48.1%
IJH vs EAT
+313.1%
-265.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -1.9% | -7.7% | +5.8% | -0.3% |
| 30D | -4.6% | -13.6% | +8.9% | -1.9% |
| 3M | -1.2% | +33.9% | -35.0% | -7.6% |
| 6M | +9.4% | +47.2% | -37.8% | -0.6% |
| YTD | +13.3% | +48.1% | -34.7% | +2.4% |
| 1Y | +13.4% | +33.7% | -20.3% | +4.2% |
| 3Y | +50.4% | +595.8% | -545.3% | -11.4% |
| All | +48.1% | +313.1% | -265.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling