+1,055.9%
IJH vs ETR
+1,949.6%
-893.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -3.8% | +2.0% | -5.9% | -4.7% |
| 3M | 0.0% | -1.7% | +1.7% | +0.5% |
| 6M | +8.8% | +3.6% | +5.2% | +6.5% |
| YTD | +13.5% | +18.0% | -4.5% | +5.3% |
| 1Y | +15.4% | +26.2% | -10.8% | +4.0% |
| 3Y | +50.9% | +148.0% | -97.1% | +1.0% |
| 5Y | +47.8% | +126.1% | -78.3% | +1.4% |
| 10Y | +183.1% | +302.3% | -119.2% | +51.4% |
| All | +1,055.9% | +1,949.6% | -893.7% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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