+183.1%
IJH vs FN
+890.7%
-707.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -0.7% | +5.8% | -6.5% | -1.9% |
| 30D | -3.8% | -20.6% | +16.8% | +0.1% |
| 3M | 0.0% | -28.6% | +28.6% | +5.3% |
| 6M | +8.8% | -20.7% | +29.5% | +9.6% |
| YTD | +13.5% | -8.1% | +21.6% | +9.2% |
| 1Y | +15.4% | +13.3% | +2.1% | +4.7% |
| 3Y | +50.9% | +175.7% | -124.8% | +2.0% |
| 5Y | +47.8% | +297.4% | -249.6% | -13.4% |
| 10Y | +183.1% | +950.9% | -767.9% | +27.6% |
| All | +183.1% | +890.7% | -707.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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