+57.8%
IJH vs FGI
-16.0%
+73.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.1% | 0.0% |
| 7D | +2.3% | -14.4% | +16.7% | +2.4% |
| 30D | +2.1% | -11.8% | +13.8% | +2.1% |
| 3M | -5.7% | -46.2% | +40.6% | -5.4% |
| 6M | +1.4% | +5.2% | -3.8% | +0.8% |
| YTD | +12.6% | +10.5% | +2.1% | +11.6% |
| 1Y | +16.1% | +25.5% | -9.4% | +15.0% |
| 3Y | +57.8% | -16.0% | +73.8% | +59.9% |
| All | +57.8% | -16.0% | +73.8% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling