+48.1%
IJH vs FND
-63.3%
+111.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.9% | -5.8% | +3.9% | -0.3% |
| 30D | -4.6% | -20.2% | +15.6% | +1.3% |
| 3M | -1.2% | -12.0% | +10.8% | +1.4% |
| 6M | +9.4% | -18.5% | +27.9% | +13.8% |
| YTD | +13.3% | -22.3% | +35.6% | +18.7% |
| 1Y | +13.4% | -47.6% | +61.0% | +32.9% |
| 3Y | +50.4% | -49.8% | +100.2% | +70.5% |
| All | +48.1% | -63.3% | +111.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling