+179.3%
IJH vs FDS
+64.8%
+114.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.9% | -14.0% | +12.1% | +3.6% |
| 30D | -4.6% | -6.2% | +1.6% | -2.8% |
| 3M | -1.2% | +10.2% | -11.3% | -6.4% |
| 6M | +9.4% | +27.4% | -18.0% | -4.6% |
| YTD | +13.3% | -9.3% | +22.6% | +13.7% |
| 1Y | +13.4% | -28.6% | +42.0% | +26.3% |
| 3Y | +50.4% | -36.8% | +87.3% | +75.0% |
| 5Y | +49.0% | -28.6% | +77.6% | +59.6% |
| All | +179.3% | +64.8% | +114.5% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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