+48.1%
IJH vs EME
+575.5%
-527.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.6% |
| 7D | -1.9% | +3.5% | -5.4% | -3.0% |
| 30D | -4.6% | -6.3% | +1.7% | -2.8% |
| 3M | -1.2% | -3.8% | +2.6% | -0.9% |
| 6M | +9.4% | +8.5% | +0.9% | +4.6% |
| YTD | +13.3% | +27.8% | -14.5% | +1.6% |
| 1Y | +13.4% | +22.2% | -8.8% | +1.5% |
| 3Y | +50.4% | +253.5% | -203.0% | -21.5% |
| All | +48.1% | +575.5% | -527.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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