+389.4%
IJH vs GWRE
+741.3%
-351.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.9% | -13.2% | +11.4% | +1.2% |
| 30D | -4.6% | -18.6% | +13.9% | -1.1% |
| 3M | -1.2% | +18.9% | -20.1% | -7.2% |
| 6M | +9.4% | -11.0% | +20.4% | +8.3% |
| YTD | +13.3% | -29.9% | +43.2% | +18.4% |
| 1Y | +13.4% | -44.3% | +57.7% | +25.6% |
| 3Y | +50.4% | +51.7% | -1.2% | +22.3% |
| 5Y | +49.0% | +15.4% | +33.5% | +26.8% |
| 10Y | +182.6% | +129.4% | +53.2% | +99.5% |
| All | +389.4% | +741.3% | -351.9% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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