+1,056.8%
IJH vs IP
+192.6%
+864.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.0% |
| 7D | +0.6% | -3.0% | +3.7% | +1.8% |
| 30D | +1.3% | +10.6% | -9.3% | -2.8% |
| 3M | -4.1% | -13.6% | +9.5% | +1.0% |
| 6M | +1.1% | +10.4% | -9.3% | -4.4% |
| YTD | +13.6% | -6.5% | +20.1% | +12.8% |
| 1Y | +16.0% | -2.1% | +18.2% | +12.9% |
| 3Y | +60.9% | +22.0% | +38.9% | +36.5% |
| 5Y | +37.9% | -9.7% | +47.7% | +30.8% |
| 10Y | +180.1% | +26.8% | +153.3% | +121.8% |
| All | +1,056.8% | +192.6% | +864.2% | +488.1% |
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