+50.4%
IJH vs FND
-50.3%
+100.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.9% | -5.8% | +3.9% | -0.4% |
| 30D | -4.6% | -20.2% | +15.6% | +0.7% |
| 3M | -1.2% | -12.0% | +10.8% | +1.1% |
| 6M | +9.4% | -18.5% | +27.9% | +13.4% |
| YTD | +13.3% | -22.3% | +35.6% | +18.2% |
| 1Y | +13.4% | -47.6% | +61.0% | +31.6% |
| 3Y | +50.4% | -49.8% | +100.2% | +67.1% |
| All | +50.4% | -50.3% | +100.7% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling