+48.1%
IJH vs EXE
+97.7%
-49.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -1.9% | -3.1% | +1.3% | -1.2% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -1.2% | +9.6% | -10.7% | -3.2% |
| 6M | +9.4% | -11.6% | +21.0% | +11.8% |
| YTD | +13.3% | -12.6% | +25.9% | +15.7% |
| 1Y | +13.4% | +1.2% | +12.2% | +11.4% |
| 3Y | +50.4% | +18.0% | +32.4% | +40.8% |
| All | +48.1% | +97.7% | -49.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling