+380.0%
IJH vs FIVE
+846.9%
-467.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.3% | +2.7% | -0.4% | +1.7% |
| 30D | +2.1% | +12.7% | -10.6% | -0.8% |
| 3M | -5.7% | +2.1% | -7.7% | -6.5% |
| 6M | +1.4% | +17.5% | -16.0% | -3.3% |
| YTD | +12.6% | +31.0% | -18.3% | +4.2% |
| 1Y | +16.1% | +67.7% | -51.6% | +1.3% |
| 3Y | +57.8% | +43.4% | +14.4% | +34.4% |
| 5Y | +36.8% | +18.1% | +18.7% | +18.3% |
| 10Y | +173.7% | +508.8% | -335.1% | +65.5% |
| All | +380.0% | +846.9% | -467.0% | +166.0% |
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