+1,055.9%
IJH vs EL
+525.3%
+530.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.1% |
| 7D | -0.7% | -2.4% | +1.6% | 0.0% |
| 30D | -3.8% | +13.7% | -17.5% | -8.5% |
| 3M | 0.0% | +14.5% | -14.5% | -5.3% |
| 6M | +8.8% | +7.4% | +1.3% | +3.8% |
| YTD | +13.5% | -4.7% | +18.2% | +11.3% |
| 1Y | +15.4% | +12.9% | +2.5% | +5.8% |
| 3Y | +50.9% | -32.2% | +83.1% | +53.6% |
| 5Y | +47.8% | -68.4% | +116.2% | +95.7% |
| 10Y | +183.1% | +28.3% | +154.8% | +114.0% |
| All | +1,055.9% | +525.3% | +530.5% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling