+46.9%
IJH vs ECL
+25.4%
+21.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.5% | -2.6% | +0.1% | -1.3% |
| 30D | -5.0% | -4.6% | -0.4% | -3.0% |
| 3M | +0.5% | +6.0% | -5.4% | -2.6% |
| 6M | +8.2% | -3.0% | +11.2% | +9.2% |
| YTD | +12.5% | +4.0% | +8.4% | +9.4% |
| 1Y | +14.4% | +2.0% | +12.4% | +12.1% |
| 3Y | +49.5% | +53.9% | -4.4% | +17.3% |
| All | +46.9% | +25.4% | +21.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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