+1,054.0%
IJH vs OMC
+251.1%
+802.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -1.9% | -4.4% | +2.5% | +0.1% |
| 30D | -4.6% | -7.6% | +3.0% | -1.4% |
| 3M | -1.2% | +4.5% | -5.7% | -4.2% |
| 6M | +9.4% | -0.3% | +9.7% | +7.9% |
| YTD | +13.3% | -0.1% | +13.5% | +9.9% |
| 1Y | +13.4% | +4.6% | +8.7% | +6.7% |
| 3Y | +50.4% | +10.5% | +40.0% | +35.1% |
| 5Y | +49.0% | +31.7% | +17.2% | +19.8% |
| 10Y | +182.6% | +33.5% | +149.1% | +114.3% |
| All | +1,054.0% | +251.1% | +802.9% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling