+1,068.3%
IJH vs ED
+973.4%
+94.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | +1.9% | +4.6% | -2.7% | -0.2% |
| 6M | +11.0% | -2.0% | +13.0% | +11.3% |
| YTD | +14.7% | +11.7% | +3.0% | +8.6% |
| 1Y | +15.6% | +15.7% | -0.2% | +7.4% |
| 3Y | +52.5% | +34.4% | +18.2% | +29.7% |
| 5Y | +49.1% | +67.3% | -18.2% | +12.9% |
| 10Y | +177.7% | +104.0% | +73.6% | +81.9% |
| All | +1,068.3% | +973.4% | +94.9% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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