+17.4%
IJH vs GLXY
-57.6%
+75.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.0% | +17.6% | +1.8% |
| 7D | +1.7% | -26.8% | +28.5% | +3.8% |
| 30D | +1.2% | -38.3% | +39.6% | +4.5% |
| 3M | -3.4% | -36.9% | +33.5% | -0.9% |
| 6M | +3.7% | -52.1% | +55.8% | +8.1% |
| YTD | +13.9% | -37.5% | +51.4% | +13.3% |
| 1Y | +17.4% | -55.2% | +72.6% | +21.5% |
| All | +17.4% | -57.6% | +75.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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