+48.1%
IJH vs EL
-69.0%
+117.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.9% | -6.5% | +4.6% | -0.4% |
| 30D | -4.6% | +11.1% | -15.8% | -7.2% |
| 3M | -1.2% | +10.7% | -11.9% | -3.9% |
| 6M | +9.4% | +6.9% | +2.5% | +6.4% |
| YTD | +13.3% | -6.3% | +19.6% | +12.5% |
| 1Y | +13.4% | +13.5% | -0.1% | +6.7% |
| 3Y | +50.4% | -33.1% | +83.5% | +55.6% |
| All | +48.1% | -69.0% | +117.1% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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