+36.9%
IJH vs ES
+6.0%
+31.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | +0.8% | +8.2% | -7.4% | -1.4% |
| 3M | -5.1% | +0.6% | -5.7% | -5.4% |
| 6M | +1.3% | +6.0% | -4.7% | -0.7% |
| YTD | +12.8% | +9.3% | +3.4% | +9.3% |
| 1Y | +14.1% | +1.1% | +13.0% | +12.6% |
| 3Y | +57.8% | +51.9% | +5.9% | +32.8% |
| 5Y | +36.9% | +6.5% | +30.5% | +29.6% |
| All | +36.9% | +6.0% | +31.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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