+392.1%
IJH vs FIVE
+868.1%
-476.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.0% |
| 7D | +0.1% | +4.3% | -4.1% | -0.9% |
| 30D | -1.5% | +12.5% | -14.0% | -4.4% |
| 3M | +0.8% | +31.2% | -30.5% | -5.8% |
| 6M | +7.6% | +14.4% | -6.8% | +3.1% |
| YTD | +15.5% | +33.9% | -18.4% | +6.5% |
| 1Y | +16.9% | +65.1% | -48.1% | +2.3% |
| 3Y | +48.1% | +49.0% | -0.9% | +25.1% |
| 5Y | +47.8% | +30.3% | +17.5% | +25.0% |
| 10Y | +178.6% | +481.1% | -302.5% | +69.3% |
| All | +392.1% | +868.1% | -476.1% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling