+16.9%
IJH vs P
+32.0%
-15.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +0.1% | +6.5% | -6.4% | -0.5% |
| 30D | -1.5% | +18.8% | -20.3% | -3.4% |
| 3M | +0.8% | +26.7% | -26.0% | -2.1% |
| 6M | +7.6% | +62.2% | -54.6% | +1.2% |
| YTD | +15.5% | +48.5% | -33.0% | +9.2% |
| 1Y | +16.9% | +26.4% | -9.5% | +9.3% |
| All | +16.9% | +32.0% | -15.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling