+45.6%
IJH vs GTLB
-50.1%
+95.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -1.9% | -5.7% | +3.8% | -1.2% |
| 30D | -4.6% | +15.1% | -19.8% | -6.4% |
| 3M | -1.2% | +65.5% | -66.6% | -7.4% |
| 6M | +9.4% | +102.9% | -93.5% | -0.9% |
| YTD | +13.3% | +25.2% | -11.9% | +8.7% |
| 1Y | +13.4% | -5.5% | +18.9% | +12.2% |
| 3Y | +50.4% | -10.9% | +61.3% | +45.0% |
| All | +45.6% | -50.1% | +95.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling