+1,045.0%
IJH vs EXEL
+216.9%
+828.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -5.0% | +11.9% | -16.9% | -6.6% |
| 3M | +0.5% | +9.2% | -8.7% | -0.9% |
| 6M | +8.2% | +39.1% | -30.9% | +2.8% |
| YTD | +12.4% | +31.0% | -18.6% | +7.6% |
| 1Y | +14.4% | +52.3% | -38.0% | +6.7% |
| 3Y | +49.5% | +159.7% | -110.2% | +27.0% |
| 5Y | +47.8% | +187.7% | -139.9% | +22.4% |
| 10Y | +180.4% | +379.4% | -199.0% | +101.7% |
| All | +1,045.0% | +216.9% | +828.1% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling