+209.5%
IJH vs P
+535.2%
-325.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +2.3% | +11.6% | -9.3% | +0.1% |
| 30D | +2.1% | -23.7% | +25.7% | +6.6% |
| 3M | -5.7% | -8.0% | +2.3% | -5.7% |
| 6M | +1.4% | +27.9% | -26.5% | -6.3% |
| YTD | +12.6% | +61.2% | -48.5% | -1.8% |
| 1Y | +16.1% | +28.6% | -12.5% | +4.5% |
| 3Y | +57.8% | +200.5% | -142.7% | +10.8% |
| 5Y | +36.8% | +282.9% | -246.2% | -11.7% |
| 10Y | +173.7% | +665.9% | -492.2% | +45.4% |
| All | +209.5% | +535.2% | -325.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling