+13.9%
IJH vs IRE
-85.3%
+99.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.7% |
| 7D | -2.5% | +7.9% | -10.4% | -2.7% |
| 30D | -5.0% | +9.3% | -14.3% | -5.6% |
| 3M | +0.5% | -52.3% | +52.9% | +1.2% |
| 6M | +8.2% | -38.5% | +46.7% | +6.7% |
| YTD | +12.5% | -54.8% | +67.3% | +9.8% |
| All | +13.9% | -85.3% | +99.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling