+179.3%
IJH vs FFIV
+249.4%
-70.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.6% |
| 7D | -1.9% | +5.4% | -7.3% | -4.0% |
| 30D | -4.6% | -2.7% | -2.0% | -3.9% |
| 3M | -1.2% | +4.5% | -5.7% | -3.7% |
| 6M | +9.4% | +42.2% | -32.8% | -7.0% |
| YTD | +13.3% | +61.3% | -48.0% | -9.3% |
| 1Y | +13.4% | +23.0% | -9.7% | +1.3% |
| 3Y | +50.4% | +156.3% | -105.8% | -4.9% |
| 5Y | +49.0% | +102.9% | -53.9% | +1.7% |
| All | +179.3% | +249.4% | -70.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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