+179.3%
IJH vs MCO
+393.6%
-214.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -1.9% | -3.8% | +1.9% | +0.1% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | -1.2% | +7.7% | -8.9% | -5.6% |
| 6M | +9.4% | +7.0% | +2.4% | +4.3% |
| YTD | +13.3% | -6.4% | +19.7% | +14.9% |
| 1Y | +13.4% | -7.6% | +21.0% | +15.2% |
| 3Y | +50.4% | +43.2% | +7.2% | +18.1% |
| 5Y | +49.0% | +29.6% | +19.4% | +20.6% |
| All | +179.3% | +393.6% | -214.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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