+48.1%
IJH vs FDS
-29.0%
+77.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -1.9% | -14.0% | +12.1% | +1.5% |
| 30D | -4.6% | -6.2% | +1.6% | -3.5% |
| 3M | -1.2% | +10.2% | -11.3% | -4.4% |
| 6M | +9.4% | +27.4% | -18.0% | -0.2% |
| YTD | +13.3% | -9.3% | +22.6% | +15.8% |
| 1Y | +13.4% | -28.6% | +42.0% | +27.4% |
| 3Y | +50.4% | -36.8% | +87.3% | +75.5% |
| All | +48.1% | -29.0% | +77.1% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling