+1,055.9%
IJH vs ECL
+1,851.0%
-795.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.9% |
| 30D | -3.8% | -4.3% | +0.4% | -1.5% |
| 3M | 0.0% | +3.2% | -3.2% | -2.3% |
| 6M | +8.8% | -2.9% | +11.7% | +9.8% |
| YTD | +13.5% | +4.3% | +9.3% | +9.7% |
| 1Y | +15.4% | +1.6% | +13.8% | +12.8% |
| 3Y | +50.9% | +54.3% | -3.3% | +13.4% |
| 5Y | +47.8% | +26.5% | +21.3% | +21.9% |
| 10Y | +183.1% | +155.6% | +27.5% | +48.8% |
| All | +1,055.9% | +1,851.0% | -795.1% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling