+60.1%
IJH vs EXE
+187.5%
-127.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -3.8% | -0.4% | -3.5% | -3.8% |
| 3M | 0.0% | +9.5% | -9.5% | -2.1% |
| 6M | +8.8% | -9.3% | +18.1% | +10.6% |
| YTD | +13.5% | -10.9% | +24.4% | +15.5% |
| 1Y | +15.4% | +4.3% | +11.1% | +12.6% |
| 3Y | +50.9% | +18.8% | +32.1% | +41.1% |
| 5Y | +47.8% | +101.4% | -53.6% | +21.9% |
| All | +60.1% | +187.5% | -127.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling