+179.3%
IJH vs EXEL
+375.2%
-195.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -1.9% | -4.9% | +3.0% | -1.1% |
| 30D | -4.6% | +11.4% | -16.0% | -6.4% |
| 3M | -1.2% | +4.9% | -6.1% | -2.2% |
| 6M | +9.4% | +34.4% | -25.0% | +3.6% |
| YTD | +13.3% | +28.0% | -14.7% | +8.0% |
| 1Y | +13.4% | +43.6% | -30.3% | +5.5% |
| 3Y | +50.4% | +155.2% | -104.8% | +23.8% |
| 5Y | +49.0% | +181.2% | -132.2% | +18.7% |
| All | +179.3% | +375.2% | -195.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling