+16.1%
IJH vs IRE
-97.6%
+113.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.3% | +0.3% |
| 7D | +2.3% | -31.8% | +34.1% | +3.3% |
| 30D | +2.1% | -71.8% | +73.8% | +4.6% |
| 3M | -5.7% | -88.9% | +83.3% | -1.3% |
| 6M | +1.4% | -95.4% | +96.8% | +7.0% |
| YTD | +12.6% | -94.2% | +106.9% | +15.3% |
| 1Y | +16.1% | -97.1% | +113.2% | +19.6% |
| All | +16.1% | -97.6% | +113.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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