+37.9%
IJH vs PL
+37.0%
+1.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.5% | -11.3% | +1.7% |
| 7D | +0.6% | +10.9% | -10.2% | -0.6% |
| 30D | +1.3% | -16.4% | +17.7% | +2.8% |
| 3M | -4.1% | -39.9% | +35.9% | +0.4% |
| 6M | +1.1% | -63.2% | +64.3% | +9.8% |
| YTD | +13.6% | -27.1% | +40.7% | +12.5% |
| 1Y | +16.0% | +12.2% | +3.9% | +8.5% |
| 3Y | +60.9% | +584.3% | -523.4% | +9.7% |
| 5Y | +37.9% | +37.0% | +1.0% | +5.8% |
| All | +37.9% | +37.0% | +1.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling