+50.4%
IJH vs IT
-49.4%
+99.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -1.4% |
| 30D | -4.6% | +0.1% | -4.7% | -4.8% |
| 3M | -1.2% | +20.7% | -21.8% | -4.4% |
| 6M | +9.4% | +12.0% | -2.6% | +6.5% |
| YTD | +13.3% | -28.8% | +42.1% | +20.9% |
| 1Y | +13.4% | -25.5% | +38.9% | +19.0% |
| 3Y | +50.4% | -48.8% | +99.2% | +83.1% |
| All | +50.4% | -49.4% | +99.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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