+187.8%
IJH vs ETSY
+134.7%
+53.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.9% | -4.9% | +3.0% | -1.2% |
| 30D | -4.6% | -8.6% | +4.0% | -3.6% |
| 3M | -1.2% | +4.8% | -5.9% | -2.2% |
| 6M | +9.4% | +38.1% | -28.7% | +3.6% |
| YTD | +13.3% | +31.2% | -17.9% | +7.6% |
| 1Y | +13.4% | +22.1% | -8.7% | +7.9% |
| 3Y | +50.4% | +12.2% | +38.2% | +41.5% |
| 5Y | +49.0% | -66.5% | +115.4% | +57.2% |
| 10Y | +182.6% | +433.4% | -250.8% | +112.2% |
| All | +187.8% | +134.7% | +53.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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