+928.1%
IJH vs FTI
+2,107.5%
-1,179.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -3.8% | +5.0% | -8.9% | -5.3% |
| 3M | 0.0% | +13.8% | -13.8% | -4.3% |
| 6M | +8.8% | +22.9% | -14.1% | +1.3% |
| YTD | +13.5% | +75.0% | -61.5% | -4.9% |
| 1Y | +15.4% | +96.9% | -81.5% | -7.1% |
| 3Y | +50.9% | +276.7% | -225.8% | -2.9% |
| 5Y | +47.8% | +1,157.0% | -1,109.2% | -38.3% |
| 10Y | +183.1% | +310.7% | -127.6% | +40.6% |
| All | +928.1% | +2,107.5% | -1,179.5% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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