+713.4%
IJH vs MKTX
+1,442.6%
-729.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -4.6% | +0.7% | -5.4% | -4.8% |
| 3M | -1.2% | +40.8% | -42.0% | -9.6% |
| 6M | +9.4% | -8.0% | +17.4% | +10.0% |
| YTD | +13.3% | -8.7% | +22.1% | +13.9% |
| 1Y | +13.4% | -11.8% | +25.2% | +14.6% |
| 3Y | +50.4% | -24.0% | +74.5% | +52.9% |
| 5Y | +49.0% | -60.3% | +109.3% | +72.8% |
| 10Y | +182.6% | +5.0% | +177.6% | +148.1% |
| All | +713.4% | +1,442.6% | -729.2% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling