+532.2%
IJH vs FN
+3,241.9%
-2,709.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.9% | -8.7% | +1.1% |
| 7D | +0.6% | +16.3% | -15.6% | -2.6% |
| 30D | +1.3% | -24.7% | +26.1% | +5.5% |
| 3M | -4.1% | -34.9% | +30.9% | +1.7% |
| 6M | +1.1% | -41.1% | +42.2% | +7.4% |
| YTD | +13.6% | -19.6% | +33.2% | +11.5% |
| 1Y | +16.0% | -18.5% | +34.6% | +13.1% |
| 3Y | +60.9% | +119.1% | -58.2% | +22.3% |
| 5Y | +37.9% | +206.9% | -169.0% | -4.7% |
| 10Y | +180.1% | +826.4% | -646.3% | +54.4% |
| All | +532.2% | +3,241.9% | -2,709.7% | +184.9% |
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