+14.1%
IJH vs FGI
+51.2%
-37.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.2% |
| 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% | -6.4% |
| 6M | +1.3% | +46.4% | -45.2% | 0.0% |
| YTD | +12.8% | +47.7% | -34.9% | +10.3% |
| 1Y | +14.1% | +56.8% | -42.7% | +10.3% |
| All | +14.1% | +51.2% | -37.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling