+566.3%
IJH vs GNRC
+2,082.9%
-1,516.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -4.6% | -15.7% | +11.1% | -0.6% |
| 3M | -1.2% | -27.3% | +26.2% | +6.1% |
| 6M | +9.4% | -12.1% | +21.5% | +10.8% |
| YTD | +13.3% | +37.1% | -23.8% | +1.5% |
| 1Y | +13.4% | -0.5% | +13.8% | +9.4% |
| 3Y | +50.4% | +61.5% | -11.1% | +24.1% |
| 5Y | +49.0% | -58.6% | +107.5% | +62.5% |
| 10Y | +182.6% | +446.3% | -263.7% | +50.4% |
| All | +566.3% | +2,082.9% | -1,516.6% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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