+12.1%
IJH vs FRSH
+16.1%
-4.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -3.8% |
| 7D | -3.4% | -15.4% | +12.0% | -3.0% |
| 30D | -3.1% | -7.7% | +4.6% | -3.0% |
| 3M | -6.6% | +10.2% | -16.9% | -6.9% |
| 6M | -1.6% | +38.2% | -39.8% | -2.6% |
| YTD | +9.5% | +3.7% | +5.8% | +10.2% |
| 1Y | +12.1% | +14.8% | -2.7% | +9.1% |
| All | +12.1% | +16.1% | -4.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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