+50.7%
IJH vs FGI
-1.2%
+51.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.1% |
| 7D | -0.7% | +14.7% | -15.4% | -0.8% |
| 30D | -3.8% | +67.0% | -70.8% | -4.6% |
| 3M | 0.0% | +31.0% | -31.0% | -0.6% |
| 6M | +8.8% | +126.8% | -118.1% | +7.4% |
| YTD | +13.5% | +35.6% | -22.1% | +12.4% |
| 1Y | +15.4% | +108.9% | -93.5% | +14.2% |
| All | +50.7% | -1.2% | +51.9% | +52.5% |
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