+142.7%
IJH vs FND
+54.9%
+87.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.5% | -5.1% | +2.6% | -1.1% |
| 30D | -5.0% | -22.5% | +17.5% | +1.6% |
| 3M | +0.5% | -5.0% | +5.5% | +0.9% |
| 6M | +8.2% | -21.5% | +29.8% | +13.6% |
| YTD | +12.4% | -23.0% | +35.5% | +18.0% |
| 1Y | +14.4% | -44.9% | +59.3% | +31.2% |
| 3Y | +49.5% | -50.0% | +99.5% | +69.7% |
| 5Y | +47.8% | -63.3% | +111.1% | +73.8% |
| All | +142.7% | +54.9% | +87.8% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling