+50.4%
IJH vs FTV
-5.2%
+55.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -1.9% | -4.0% | +2.1% | 0.0% |
| 30D | -4.6% | -11.0% | +6.4% | +0.6% |
| 3M | -1.2% | -8.4% | +7.2% | +2.5% |
| 6M | +9.4% | -2.6% | +12.0% | +9.6% |
| YTD | +13.3% | -0.6% | +13.9% | +11.4% |
| 1Y | +13.4% | +11.0% | +2.4% | +4.4% |
| 3Y | +50.4% | -6.3% | +56.8% | +49.5% |
| All | +50.4% | -5.2% | +55.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling