+1,075.9%
IJH vs IP
+206.7%
+869.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +0.1% | -5.3% | +5.4% | +2.2% |
| 30D | -1.5% | -10.9% | +9.4% | +2.8% |
| 3M | +0.8% | +11.2% | -10.4% | -4.5% |
| 6M | +7.6% | -10.2% | +17.8% | +9.7% |
| YTD | +15.5% | -2.0% | +17.5% | +13.0% |
| 1Y | +16.9% | -19.1% | +36.0% | +22.5% |
| 3Y | +48.1% | +20.9% | +27.2% | +26.6% |
| 5Y | +47.8% | -17.8% | +65.6% | +46.1% |
| 10Y | +178.6% | +23.5% | +155.0% | +123.4% |
| All | +1,075.9% | +206.7% | +869.2% | +489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling