+1,054.0%
IJH vs IDXX
+7,975.2%
-6,921.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -1.9% | -5.7% | +3.9% | +0.1% |
| 30D | -4.6% | -11.5% | +6.9% | -0.8% |
| 3M | -1.2% | -9.5% | +8.4% | +1.7% |
| 6M | +9.4% | -16.0% | +25.4% | +15.0% |
| YTD | +13.3% | -25.4% | +38.7% | +23.7% |
| 1Y | +13.4% | -21.8% | +35.2% | +21.0% |
| 3Y | +50.4% | +7.0% | +43.4% | +39.1% |
| 5Y | +49.0% | -26.0% | +74.9% | +51.8% |
| 10Y | +182.6% | +358.9% | -176.3% | +47.6% |
| All | +1,054.0% | +7,975.2% | -6,921.2% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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