+179.3%
IJH vs MXL
+313.4%
-134.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | -0.4% |
| 7D | -1.9% | +18.9% | -20.7% | -4.6% |
| 30D | -4.6% | +0.3% | -5.0% | -5.3% |
| 3M | -1.2% | -8.0% | +6.9% | -3.4% |
| 6M | +9.4% | +341.2% | -331.8% | -25.9% |
| YTD | +13.3% | +327.8% | -314.5% | -23.2% |
| 1Y | +13.4% | +364.9% | -351.5% | -25.3% |
| 3Y | +50.4% | +229.2% | -178.8% | -5.4% |
| 5Y | +49.0% | +42.8% | +6.2% | +7.5% |
| All | +179.3% | +313.4% | -134.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling