+13.4%
IJH vs P
+20.5%
-7.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.6% | +0.4% |
| 7D | -1.9% | -1.3% | -0.5% | -1.8% |
| 30D | -4.6% | -11.9% | +7.2% | -3.7% |
| 3M | -1.2% | +41.6% | -42.8% | -4.9% |
| 6M | +9.4% | +58.1% | -48.7% | +3.2% |
| YTD | +13.3% | +46.5% | -33.2% | +7.4% |
| 1Y | +13.4% | +19.1% | -5.7% | +6.5% |
| All | +13.4% | +20.5% | -7.2% | +6.5% |
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