+52.5%
IJH vs FN
+175.0%
-122.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | +1.0% | +3.5% | -2.5% | +0.5% |
| 30D | -3.1% | -26.0% | +22.8% | +0.6% |
| 3M | +1.9% | -33.3% | +35.2% | +6.7% |
| 6M | +11.0% | -14.9% | +25.9% | +10.2% |
| YTD | +14.7% | -8.6% | +23.3% | +11.6% |
| 1Y | +15.6% | +12.3% | +3.3% | +7.7% |
| 3Y | +52.5% | +174.4% | -121.9% | +9.9% |
| All | +52.5% | +175.0% | -122.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling