+57.8%
IJH vs MSCI
+34.1%
+23.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.4% |
| 7D | +2.3% | +3.0% | -0.7% | +1.7% |
| 30D | +2.1% | +17.8% | -15.7% | -1.3% |
| 3M | -5.7% | +15.2% | -20.8% | -8.4% |
| 6M | +1.4% | +16.5% | -15.1% | -2.4% |
| YTD | +12.6% | +16.4% | -3.7% | +7.8% |
| 1Y | +16.1% | +16.8% | -0.7% | +11.0% |
| 3Y | +57.8% | +35.8% | +22.1% | +40.8% |
| All | +57.8% | +34.1% | +23.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling