+368.6%
IJH vs FANG
+1,412.9%
-1,044.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | +2.9% | -4.7% | -2.4% |
| 30D | -4.6% | +2.6% | -7.3% | -5.2% |
| 3M | -1.2% | +7.6% | -8.7% | -3.0% |
| 6M | +9.4% | +17.3% | -7.9% | +4.8% |
| YTD | +13.3% | +38.7% | -25.3% | +4.5% |
| 1Y | +13.4% | +51.6% | -38.3% | +2.4% |
| 3Y | +50.4% | +50.0% | +0.5% | +34.1% |
| 5Y | +49.0% | +237.6% | -188.6% | +9.5% |
| 10Y | +182.6% | +180.7% | +1.9% | +82.9% |
| All | +368.6% | +1,412.9% | -1,044.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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