+371.0%
IJH vs INDA
+107.4%
+263.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | -2.5% | -3.6% | +1.1% | -0.6% |
| 30D | -5.0% | -4.0% | -1.1% | -3.0% |
| 3M | +0.5% | +1.7% | -1.2% | -0.4% |
| 6M | +8.2% | -3.6% | +11.9% | +10.2% |
| YTD | +12.5% | -11.0% | +23.4% | +19.2% |
| 1Y | +14.4% | -9.5% | +23.9% | +20.0% |
| 3Y | +49.5% | +7.6% | +41.9% | +42.9% |
| 5Y | +47.8% | +4.8% | +43.0% | +43.2% |
| 10Y | +180.4% | +82.3% | +98.1% | +103.2% |
| All | +371.0% | +107.4% | +263.6% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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