+22.4%
IJH vs GLXY
+3.8%
+18.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -1.9% | -7.3% | +5.5% | -1.3% |
| 30D | -4.6% | +15.7% | -20.4% | -5.8% |
| 3M | -1.2% | -26.7% | +25.5% | +0.6% |
| 6M | +9.4% | +13.7% | -4.3% | +6.9% |
| YTD | +13.3% | +9.1% | +4.2% | +10.0% |
| 1Y | +13.4% | -15.5% | +28.9% | +12.2% |
| All | +22.4% | +3.8% | +18.5% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling