+47.0%
IJH vs MNDY
-49.8%
+96.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -1.9% | -4.6% | +2.8% | -1.4% |
| 30D | -4.6% | +1.0% | -5.7% | -5.0% |
| 3M | -1.2% | +9.1% | -10.3% | -2.7% |
| 6M | +9.4% | +14.2% | -4.8% | +6.4% |
| YTD | +13.3% | -41.1% | +54.5% | +18.3% |
| 1Y | +13.4% | -54.7% | +68.1% | +21.7% |
| 3Y | +50.4% | -50.6% | +101.0% | +54.9% |
| 5Y | +49.0% | -76.7% | +125.6% | +46.0% |
| All | +47.0% | -49.8% | +96.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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