+16.9%
IJH vs FTV
+21.7%
-4.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.1% | -4.5% | +4.6% | +1.3% |
| 30D | -1.5% | -7.1% | +5.6% | +0.4% |
| 3M | +0.8% | -7.2% | +7.9% | +2.6% |
| 6M | +7.6% | -1.5% | +9.1% | +7.3% |
| YTD | +15.5% | +3.5% | +12.0% | +13.3% |
| 1Y | +16.9% | +20.3% | -3.4% | +6.9% |
| All | +16.9% | +21.7% | -4.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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