+15.7%
IJH vs MULL
+2,337.2%
-2,321.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.9% | -8.4% | +6.6% | -1.3% |
| 30D | -4.6% | +9.7% | -14.3% | -5.5% |
| 3M | -1.2% | -26.8% | +25.6% | -2.0% |
| 6M | +9.4% | +220.7% | -211.3% | -7.3% |
| YTD | +13.3% | +509.0% | -495.7% | -11.4% |
| 1Y | +13.4% | +1,739.5% | -1,726.1% | -23.4% |
| All | +15.7% | +2,337.2% | -2,321.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling