+48.1%
IJH vs OMC
+30.5%
+17.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -1.9% | -4.4% | +2.5% | -0.4% |
| 30D | -4.6% | -7.6% | +3.0% | -2.2% |
| 3M | -1.2% | +4.5% | -5.7% | -3.5% |
| 6M | +9.4% | -0.3% | +9.7% | +8.4% |
| YTD | +13.3% | -0.1% | +13.5% | +11.3% |
| 1Y | +13.4% | +4.6% | +8.7% | +8.4% |
| 3Y | +50.4% | +10.5% | +40.0% | +36.5% |
| All | +48.1% | +30.5% | +17.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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