+1,047.0%
IJH vs FE
+498.1%
+548.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.3% | +1.2% | +1.1% | +1.8% |
| 30D | +2.1% | +4.5% | -2.5% | +0.4% |
| 3M | -5.7% | +1.3% | -7.0% | -6.2% |
| 6M | +1.4% | +8.7% | -7.2% | -2.0% |
| YTD | +12.6% | +9.2% | +3.4% | +8.4% |
| 1Y | +16.1% | +7.0% | +9.1% | +12.5% |
| 3Y | +57.8% | +51.4% | +6.4% | +32.2% |
| 5Y | +36.8% | +47.7% | -10.9% | +14.7% |
| 10Y | +173.7% | +125.0% | +48.8% | +88.1% |
| All | +1,047.0% | +498.1% | +548.9% | +544.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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