+50.4%
IJH vs GRMN
+190.9%
-140.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | -0.3% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | -4.6% | -8.5% | +3.8% | -2.5% |
| 3M | -1.2% | +19.5% | -20.6% | -6.2% |
| 6M | +9.4% | +21.2% | -11.8% | +3.2% |
| YTD | +13.3% | +41.0% | -27.7% | +2.2% |
| 1Y | +13.4% | +19.6% | -6.2% | +6.6% |
| 3Y | +50.4% | +183.8% | -133.4% | +14.3% |
| All | +50.4% | +190.9% | -140.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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