+48.1%
IJH vs IRM
+197.3%
-149.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | -1.9% | -1.4% | -0.4% | -1.3% |
| 30D | -4.6% | -7.4% | +2.7% | -2.0% |
| 3M | -1.2% | -7.4% | +6.2% | +1.2% |
| 6M | +9.4% | +8.7% | +0.7% | +4.9% |
| YTD | +13.3% | +40.9% | -27.6% | -2.4% |
| 1Y | +13.4% | +20.5% | -7.1% | +3.4% |
| 3Y | +50.4% | +101.7% | -51.3% | +3.2% |
| All | +48.1% | +197.3% | -149.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling