+1,075.9%
IJH vs KEY
+177.4%
+898.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | -1.5% | -3.0% | +1.5% | -0.6% |
| 3M | +0.8% | +3.3% | -2.6% | -0.3% |
| 6M | +7.6% | +9.2% | -1.6% | +4.6% |
| YTD | +15.5% | +10.6% | +4.8% | +11.7% |
| 1Y | +16.9% | +20.4% | -3.5% | +10.0% |
| 3Y | +48.1% | +121.8% | -73.8% | +13.6% |
| 5Y | +47.8% | +41.1% | +6.7% | +24.7% |
| 10Y | +178.6% | +168.5% | +10.0% | +84.7% |
| All | +1,075.9% | +177.4% | +898.4% | +496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 all: compounded portfolio wealth divided by compounded KEY 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…
all analysis · Full analysis span regression · 6 months rolling