+14.7%
IJH vs IRE
-85.1%
+99.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -1.9% | -4.5% | +2.6% | -1.8% |
| 30D | -4.6% | -7.8% | +3.2% | -4.7% |
| 3M | -1.2% | -60.0% | +58.8% | +0.1% |
| 6M | +9.4% | -48.3% | +57.7% | +8.3% |
| YTD | +13.3% | -54.5% | +67.8% | +10.6% |
| All | +14.7% | -85.1% | +99.9% | +13.9% |
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