+14.9%
IJH vs IP
-3.2%
+18.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +1.0% | +9.4% | -8.4% | -0.8% |
| 3M | -4.1% | -14.1% | +10.0% | -1.5% |
| 6M | +0.7% | +9.2% | -8.4% | -1.8% |
| YTD | +13.2% | -7.5% | +20.7% | +13.3% |
| 1Y | +14.9% | -2.8% | +17.7% | +12.8% |
| All | +14.9% | -3.2% | +18.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling