+542.6%
IJH vs FN
+3,620.5%
-3,077.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | -1.5% | -22.0% | +20.5% | +2.3% |
| 3M | +0.8% | -43.0% | +43.8% | +9.7% |
| 6M | +7.6% | -27.7% | +35.3% | +10.3% |
| YTD | +15.5% | -10.5% | +26.0% | +12.7% |
| 1Y | +16.9% | +12.5% | +4.4% | +8.3% |
| 3Y | +48.1% | +153.8% | -105.7% | +10.8% |
| 5Y | +47.8% | +288.0% | -240.2% | -1.1% |
| 10Y | +178.6% | +906.4% | -727.9% | +52.9% |
| All | +542.6% | +3,620.5% | -3,077.9% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling