+8.2%
IJH vs IT
+3.4%
+4.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.9% |
| 7D | -2.5% | -12.7% | +10.2% | -2.7% |
| 30D | -5.0% | -8.9% | +3.9% | -5.1% |
| 3M | +0.5% | +10.1% | -9.6% | +1.0% |
| 6M | +8.2% | +7.3% | +1.0% | +8.3% |
| All | +8.2% | +3.4% | +4.8% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling