+179.3%
IJH vs FIVE
+491.7%
-312.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -1.9% | -3.0% | +1.2% | -1.1% |
| 30D | -4.6% | +2.7% | -7.3% | -5.5% |
| 3M | -1.2% | +21.1% | -22.3% | -6.4% |
| 6M | +9.4% | +11.9% | -2.5% | +4.8% |
| YTD | +13.3% | +29.9% | -16.5% | +4.2% |
| 1Y | +13.4% | +67.8% | -54.4% | -3.0% |
| 3Y | +50.4% | +52.8% | -2.3% | +23.4% |
| 5Y | +49.0% | +31.3% | +17.6% | +22.9% |
| All | +179.3% | +491.7% | -312.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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