+1,021.3%
IJH vs IP
+184.4%
+837.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -1.7% | -5.1% | +3.4% | +0.3% |
| 30D | -0.9% | +8.5% | -9.4% | -4.2% |
| 3M | -5.8% | -13.8% | +8.1% | -0.6% |
| 6M | -2.8% | +5.7% | -8.6% | -6.6% |
| YTD | +10.1% | -9.1% | +19.2% | +10.5% |
| 1Y | +13.8% | -0.8% | +14.7% | +10.1% |
| 3Y | +53.2% | +14.8% | +38.4% | +33.2% |
| 5Y | +33.6% | -11.5% | +45.2% | +27.7% |
| 10Y | +183.0% | +27.9% | +155.1% | +123.3% |
| All | +1,021.3% | +184.4% | +837.0% | +476.4% |
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