+1,068.3%
IJH vs FFIV
+2,342.3%
-1,274.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.0% | -1.5% | +2.6% | +1.3% |
| 30D | -3.1% | -2.7% | -0.5% | -2.7% |
| 3M | +1.9% | -1.7% | +3.6% | +2.0% |
| 6M | +11.0% | +36.1% | -25.1% | +4.3% |
| YTD | +14.7% | +52.6% | -37.9% | +5.3% |
| 1Y | +15.6% | +21.5% | -5.9% | +10.4% |
| 3Y | +52.5% | +142.7% | -90.1% | +27.9% |
| 5Y | +49.1% | +92.6% | -43.5% | +29.5% |
| 10Y | +177.7% | +225.5% | -47.8% | +118.7% |
| All | +1,068.3% | +2,342.3% | -1,274.0% | +448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling