+1,075.9%
IJH vs ES
+673.4%
+402.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.5% | -2.0% | +0.5% | -0.7% |
| 3M | +0.8% | +1.7% | -0.9% | -0.3% |
| 6M | +7.6% | -3.5% | +11.1% | +8.6% |
| YTD | +15.5% | +7.9% | +7.6% | +10.7% |
| 1Y | +16.9% | +17.2% | -0.3% | +7.1% |
| 3Y | +48.1% | +29.3% | +18.8% | +26.2% |
| 5Y | +47.8% | -5.7% | +53.6% | +43.8% |
| 10Y | +178.6% | +85.2% | +93.4% | +87.1% |
| All | +1,075.9% | +673.4% | +402.4% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling