+17.4%
IJH vs FND
-10.3%
+27.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | -1.2% |
| 7D | +1.7% | +12.3% | -10.6% | -0.5% |
| 30D | +1.2% | +14.7% | -13.5% | -1.4% |
| 3M | -3.4% | -12.0% | +8.6% | -1.5% |
| 6M | +3.7% | +10.8% | -7.1% | +0.3% |
| YTD | +13.9% | -12.3% | +26.2% | +13.8% |
| 1Y | +17.4% | -13.4% | +30.8% | +17.3% |
| All | +17.4% | -10.3% | +27.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling