+46.1%
IJH vs PL
+75.7%
-29.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.7% |
| 7D | -0.7% | -13.9% | +13.1% | +0.7% |
| 30D | -3.8% | -25.5% | +21.6% | -1.1% |
| 3M | 0.0% | -44.8% | +44.8% | +5.5% |
| 6M | +8.8% | -33.3% | +42.1% | +10.2% |
| YTD | +13.5% | -12.7% | +26.2% | +10.9% |
| 1Y | +15.4% | +90.9% | -75.5% | +1.9% |
| 3Y | +50.9% | +528.5% | -477.5% | +4.8% |
| 5Y | +47.8% | +72.7% | -24.9% | +10.2% |
| All | +46.1% | +75.7% | -29.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling