+1,075.9%
IJH vs M
+151.7%
+924.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.5% |
| 7D | +0.1% | +4.7% | -4.6% | -1.1% |
| 30D | -1.5% | -9.6% | +8.1% | +1.0% |
| 3M | +0.8% | +0.9% | -0.1% | 0.0% |
| 6M | +7.6% | +22.3% | -14.7% | +1.2% |
| YTD | +15.5% | +6.5% | +9.0% | +12.1% |
| 1Y | +16.9% | +38.8% | -21.9% | +5.4% |
| 3Y | +48.1% | +115.9% | -67.8% | +11.7% |
| 5Y | +47.8% | +28.6% | +19.2% | +18.6% |
| 10Y | +178.6% | -2.5% | +181.1% | +95.4% |
| All | +1,075.9% | +151.7% | +924.1% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling