+50.4%
IJH vs ESI
+74.1%
-23.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.9% | -4.6% | +2.8% | -0.3% |
| 30D | -4.6% | -10.5% | +5.9% | -1.1% |
| 3M | -1.2% | -19.8% | +18.7% | +5.5% |
| 6M | +9.4% | +5.8% | +3.6% | +3.5% |
| YTD | +13.3% | +38.3% | -25.0% | -5.0% |
| 1Y | +13.4% | +31.5% | -18.1% | -3.4% |
| 3Y | +50.4% | +80.7% | -30.2% | +6.3% |
| All | +50.4% | +74.1% | -23.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling