+244.4%
IJH vs ESI
+208.0%
+36.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.8% |
| 30D | -5.0% | -9.0% | +4.0% | -2.4% |
| 3M | +0.5% | -13.3% | +13.8% | +4.0% |
| 6M | +8.2% | +5.3% | +3.0% | +4.5% |
| YTD | +12.5% | +37.6% | -25.2% | -0.7% |
| 1Y | +14.4% | +33.6% | -19.2% | +1.6% |
| 3Y | +49.5% | +75.8% | -26.3% | +20.4% |
| 5Y | +47.8% | +68.6% | -20.8% | +19.3% |
| 10Y | +180.4% | +301.8% | -121.4% | +76.4% |
| All | +244.4% | +208.0% | +36.4% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling