+179.3%
IJH vs M
-3.0%
+182.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.8% |
| 7D | -1.9% | -4.2% | +2.3% | -1.1% |
| 30D | -4.6% | -7.2% | +2.6% | -3.3% |
| 3M | -1.2% | -11.1% | +10.0% | +0.9% |
| 6M | +9.4% | +28.8% | -19.4% | +3.1% |
| YTD | +13.3% | +2.0% | +11.3% | +11.6% |
| 1Y | +13.4% | +31.3% | -17.9% | +5.6% |
| 3Y | +50.4% | +119.1% | -68.6% | +20.2% |
| 5Y | +49.0% | +29.7% | +19.3% | +26.0% |
| All | +179.3% | -3.0% | +182.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling