+527.6%
IJH vs FN
+3,131.3%
-2,603.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | +3.0% | +20.8% | -17.7% | -0.6% |
| 30D | +0.8% | -17.3% | +18.1% | +3.2% |
| 3M | -5.1% | -38.1% | +33.0% | +1.5% |
| 6M | +1.3% | -44.2% | +45.5% | +8.6% |
| YTD | +12.8% | -22.3% | +35.1% | +11.3% |
| 1Y | +14.1% | -20.9% | +35.0% | +11.7% |
| 3Y | +57.8% | +111.1% | -53.3% | +20.7% |
| 5Y | +36.9% | +191.8% | -154.9% | -4.5% |
| 10Y | +174.1% | +767.4% | -593.4% | +52.6% |
| All | +527.6% | +3,131.3% | -2,603.7% | +184.4% |
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