+13.6%
IJH vs MKTX
-10.7%
+24.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -6.2% | +0.8% | -7.0% | -6.2% |
| 3M | -2.7% | +35.6% | -38.3% | -2.1% |
| 6M | +10.8% | -8.5% | +19.3% | +10.0% |
| YTD | +12.3% | -8.7% | +21.0% | +11.5% |
| All | +13.6% | -10.7% | +24.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling