+52.8%
IJH vs FGI
-66.3%
+119.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.3% |
| 7D | +3.0% | +13.5% | -10.5% | +2.9% |
| 30D | +0.8% | +17.1% | -16.3% | +0.6% |
| 3M | -5.1% | +78.0% | -83.1% | -6.5% |
| 6M | +1.3% | +46.4% | -45.2% | -0.2% |
| YTD | +12.8% | +47.7% | -34.9% | +10.3% |
| 1Y | +14.1% | +56.8% | -42.7% | +11.3% |
| 3Y | +57.8% | +12.3% | +45.5% | +53.4% |
| All | +52.8% | -66.3% | +119.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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