+57.8%
IJH vs P
+197.6%
-139.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +2.3% | +11.6% | -9.3% | +0.9% |
| 30D | +2.1% | -23.7% | +25.7% | +5.0% |
| 3M | -5.7% | -8.0% | +2.3% | -5.6% |
| 6M | +1.4% | +27.9% | -26.5% | -3.7% |
| YTD | +12.6% | +61.2% | -48.5% | +2.7% |
| 1Y | +16.1% | +28.6% | -12.5% | +8.0% |
| 3Y | +57.8% | +200.5% | -142.7% | +26.1% |
| All | +57.8% | +197.6% | -139.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling